+18.7%
LHX vs VTR
+87.5%
-68.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -4.3% | -0.3% | -3.9% | -4.2% |
| 30D | -15.1% | +1.1% | -16.2% | -15.4% |
| 3M | -21.0% | +7.9% | -28.9% | -22.4% |
| 6M | -32.0% | +6.2% | -38.2% | -33.0% |
| YTD | -15.3% | +17.7% | -33.1% | -18.6% |
| 1Y | -11.1% | +32.9% | -43.9% | -17.1% |
| 3Y | +54.0% | +129.7% | -75.7% | +26.0% |
| All | +18.7% | +87.5% | -68.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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