+21.4%
LHX vs VSXY
+33.4%
-12.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | -12.7% | -22.1% | +9.3% | -12.1% |
| 3M | -17.6% | -1.1% | -16.5% | -17.7% |
| 6M | -30.7% | +53.8% | -84.6% | -32.1% |
| YTD | -14.3% | +35.5% | -49.8% | -15.8% |
| 1Y | -8.4% | +186.0% | -194.4% | -12.6% |
| 3Y | +56.7% | +343.2% | -286.5% | +42.9% |
| 5Y | +18.5% | +19.0% | -0.5% | +9.7% |
| All | +21.4% | +33.4% | -12.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling