+28.3%
LHX vs VT
+53.4%
-25.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -6.4% | -2.3% | -4.1% | -5.7% |
| 30D | +11.2% | -5.0% | +16.2% | +13.2% |
| 3M | -9.8% | -4.9% | -4.9% | -8.3% |
| 6M | -13.2% | -1.5% | -11.7% | -13.2% |
| YTD | -10.4% | +8.5% | -18.9% | -14.1% |
| 1Y | -7.3% | +11.4% | -18.7% | -12.0% |
| 3Y | +51.5% | +70.1% | -18.6% | +19.4% |
| All | +28.3% | +53.4% | -25.1% | +1.4% |
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