-9.3%
LHX vs VTV
+28.2%
-37.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.5% | -8.0% | -7.8% |
| 7D | -0.3% | +1.8% | -2.1% | -2.0% |
| 30D | +9.7% | +6.0% | +3.7% | +4.0% |
| 3M | -8.5% | +3.7% | -12.2% | -11.5% |
| 6M | -15.1% | +13.9% | -29.0% | -25.3% |
| YTD | -10.4% | +22.8% | -33.2% | -28.6% |
| 1Y | -9.3% | +27.9% | -37.2% | -30.2% |
| All | -9.3% | +28.2% | -37.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling