+817.7%
LHX vs VYM
+488.1%
+329.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.8% |
| 7D | -4.3% | -0.8% | -3.5% | -3.6% |
| 30D | -15.1% | -2.2% | -12.9% | -13.3% |
| 3M | -21.0% | +3.1% | -24.0% | -23.2% |
| 6M | -32.0% | +9.7% | -41.7% | -37.6% |
| YTD | -15.3% | +14.9% | -30.2% | -25.5% |
| 1Y | -11.1% | +17.6% | -28.6% | -23.3% |
| 3Y | +54.0% | +65.3% | -11.3% | -4.1% |
| 5Y | +17.1% | +78.7% | -61.6% | -33.0% |
| 10Y | +225.8% | +208.2% | +17.6% | +9.2% |
| All | +817.7% | +488.1% | +329.6% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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