+223.3%
LHX vs VT
+223.7%
-0.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +2.8% |
| 7D | -2.7% | +0.4% | -3.1% | -3.1% |
| 30D | +14.5% | -2.6% | +17.1% | +16.2% |
| 3M | -4.9% | -3.2% | -1.6% | -3.1% |
| 6M | -8.6% | +0.9% | -9.6% | -9.9% |
| YTD | -6.4% | +11.3% | -17.7% | -13.7% |
| 1Y | -5.1% | +14.0% | -19.1% | -13.8% |
| 3Y | +59.1% | +75.8% | -16.8% | +5.6% |
| 5Y | +33.4% | +57.8% | -24.4% | -5.3% |
| 10Y | +223.3% | +219.8% | +3.5% | +31.7% |
| All | +223.3% | +223.7% | -0.3% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling