+36.0%
LHX vs VT
+57.0%
-21.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.8% | +2.4% | +2.4% | +3.9% |
| 30D | +14.7% | -1.5% | +16.2% | +15.2% |
| 3M | -5.1% | -4.1% | -1.0% | -3.7% |
| 6M | -9.9% | +0.6% | -10.4% | -10.5% |
| YTD | -6.1% | +11.0% | -17.1% | -10.7% |
| 1Y | -4.0% | +13.3% | -17.3% | -9.5% |
| 3Y | +56.9% | +73.4% | -16.5% | +22.8% |
| All | +36.0% | +57.0% | -21.0% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling