+19.9%
VGT vs LHX
-8.3%
+28.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | -0.2% |
| 7D | -6.5% | -0.3% | -6.2% | -6.5% |
| 30D | -10.6% | +9.7% | -20.2% | -10.1% |
| 3M | -3.7% | -8.5% | +4.8% | -3.6% |
| 6M | +10.4% | -15.1% | +25.5% | +10.6% |
| YTD | +23.1% | -10.4% | +33.5% | +20.2% |
| 1Y | +19.9% | -9.3% | +29.2% | +16.5% |
| All | +19.9% | -8.3% | +28.2% | +16.5% |
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