+1,079.3%
LHX vs VWO
+320.5%
+758.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | -4.3% | -1.8% | -2.5% | -3.4% |
| 30D | -15.1% | -0.1% | -15.0% | -15.1% |
| 3M | -21.0% | +2.2% | -23.2% | -22.3% |
| 6M | -32.0% | +8.8% | -40.7% | -35.6% |
| YTD | -15.3% | +12.4% | -27.7% | -21.2% |
| 1Y | -11.1% | +15.6% | -26.6% | -18.6% |
| 3Y | +54.0% | +62.5% | -8.5% | +15.6% |
| 5Y | +17.1% | +34.3% | -17.1% | -4.7% |
| 10Y | +225.8% | +114.8% | +111.0% | +95.9% |
| All | +1,079.3% | +320.5% | +758.8% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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