+692.4%
LHX vs VT
+346.0%
+346.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | -6.4% | -2.3% | -4.1% | -4.9% |
| 30D | +11.2% | -5.0% | +16.2% | +15.3% |
| 3M | -9.8% | -4.9% | -4.9% | -6.7% |
| 6M | -13.2% | -1.5% | -11.7% | -13.1% |
| YTD | -10.4% | +8.5% | -18.9% | -17.0% |
| 1Y | -7.3% | +11.4% | -18.7% | -15.9% |
| 3Y | +51.5% | +70.1% | -18.6% | -3.6% |
| 5Y | +28.2% | +53.7% | -25.5% | -13.5% |
| 10Y | +232.4% | +220.0% | +12.5% | +18.0% |
| All | +692.4% | +346.0% | +346.4% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling