+1,567.8%
LHX vs VTV
+706.8%
+861.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | -4.8% | -2.1% | -2.7% | -3.0% |
| 30D | -12.7% | -1.3% | -11.4% | -11.7% |
| 3M | -17.6% | +5.6% | -23.3% | -21.6% |
| 6M | -30.7% | +12.4% | -43.1% | -37.7% |
| YTD | -14.3% | +17.6% | -32.0% | -26.0% |
| 1Y | -8.4% | +23.5% | -31.9% | -24.2% |
| 3Y | +56.7% | +67.0% | -10.4% | -1.8% |
| 5Y | +18.5% | +80.5% | -62.1% | -31.6% |
| 10Y | +229.6% | +230.6% | -1.1% | +7.5% |
| All | +1,567.8% | +706.8% | +861.0% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling