+2,276.5%
LHX vs VTR
+1,502.7%
+773.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -4.8% | -1.8% | -3.0% | -4.5% |
| 30D | -12.7% | +4.0% | -16.7% | -13.4% |
| 3M | -17.6% | +7.8% | -25.5% | -18.9% |
| 6M | -30.7% | +6.4% | -37.1% | -31.7% |
| YTD | -14.3% | +18.3% | -32.7% | -17.3% |
| 1Y | -8.4% | +33.9% | -42.3% | -13.8% |
| 3Y | +56.7% | +134.3% | -77.7% | +31.4% |
| 5Y | +18.5% | +90.3% | -71.8% | +2.2% |
| 10Y | +229.6% | +100.1% | +129.4% | +164.7% |
| All | +2,276.5% | +1,502.7% | +773.7% | +1,391.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling