+7,369.1%
LHX vs VTRS
+553.2%
+6,815.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -4.3% | -2.2% | -2.1% | -3.9% |
| 30D | -15.1% | +3.3% | -18.5% | -15.6% |
| 3M | -21.0% | +2.0% | -23.0% | -21.4% |
| 6M | -32.0% | +19.9% | -51.9% | -34.3% |
| YTD | -15.3% | +35.7% | -51.1% | -20.1% |
| 1Y | -11.1% | +68.1% | -79.1% | -19.2% |
| 3Y | +54.0% | +87.1% | -33.1% | +34.8% |
| 5Y | +17.1% | +47.6% | -30.5% | +4.2% |
| 10Y | +225.8% | -48.2% | +274.0% | +228.5% |
| All | +7,369.1% | +553.2% | +6,815.9% | +3,856.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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