+39.7%
VGT vs LHX
-4.2%
+43.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | +1.0% | -2.0% | +3.0% | +1.0% |
| 30D | +1.3% | -9.9% | +11.2% | +1.2% |
| 3M | -1.1% | -16.5% | +15.3% | -1.0% |
| 6M | +32.6% | -29.6% | +62.2% | +36.2% |
| YTD | +29.0% | -11.6% | +40.6% | +27.5% |
| 1Y | +39.7% | -4.1% | +43.8% | +38.1% |
| All | +39.7% | -4.2% | +43.9% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling