+232.2%
LHX vs VT
+221.4%
+10.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -2.5% | +1.0% | -3.5% | -3.1% |
| 30D | -10.4% | -0.2% | -10.1% | -10.2% |
| 3M | -14.9% | +4.5% | -19.5% | -17.7% |
| 6M | -29.6% | +14.1% | -43.7% | -35.9% |
| YTD | -11.8% | +14.8% | -26.6% | -20.0% |
| 1Y | -5.1% | +21.2% | -26.3% | -17.0% |
| 3Y | +61.3% | +76.6% | -15.3% | +7.1% |
| 5Y | +22.4% | +66.6% | -44.2% | -16.4% |
| 10Y | +232.2% | +222.3% | +10.0% | +28.2% |
| All | +232.2% | +221.4% | +10.8% | +28.2% |
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