+169.7%
VEA vs LHX
+594.5%
-424.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | -1.5% | -4.3% | +2.8% | +0.3% |
| 30D | -0.8% | -15.1% | +14.3% | +5.9% |
| 3M | +2.5% | -21.0% | +23.4% | +11.8% |
| 6M | +11.1% | -32.0% | +43.1% | +28.8% |
| YTD | +17.2% | -15.3% | +32.5% | +23.2% |
| 1Y | +24.5% | -11.1% | +35.6% | +27.6% |
| 3Y | +75.4% | +54.0% | +21.4% | +38.9% |
| 5Y | +61.1% | +17.1% | +44.0% | +38.9% |
| 10Y | +163.1% | +225.8% | -62.7% | +27.3% |
| All | +169.7% | +594.5% | -424.8% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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