+682.0%
LHX vs VT
+374.2%
+307.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.0% | +0.4% | -2.4% | -2.3% |
| 30D | -9.9% | +1.0% | -10.9% | -10.6% |
| 3M | -16.5% | +2.4% | -18.9% | -18.4% |
| 6M | -29.6% | +12.0% | -41.6% | -36.1% |
| YTD | -11.6% | +15.3% | -26.9% | -21.6% |
| 1Y | -4.1% | +22.6% | -26.7% | -19.0% |
| 3Y | +53.3% | +74.7% | -21.4% | -4.0% |
| 5Y | +22.3% | +66.1% | -43.9% | -22.2% |
| 10Y | +231.9% | +225.0% | +6.9% | +17.3% |
| All | +682.0% | +374.2% | +307.8% | +110.8% |
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