+2,263.5%
VGT vs LHX
+1,551.5%
+712.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | -0.2% | -4.3% | +4.1% | +1.5% |
| 30D | -0.4% | -15.1% | +14.7% | +5.9% |
| 3M | +4.4% | -21.0% | +25.4% | +13.2% |
| 6M | +32.1% | -32.0% | +64.1% | +51.4% |
| YTD | +28.8% | -15.3% | +44.1% | +34.5% |
| 1Y | +35.3% | -11.1% | +46.4% | +38.2% |
| 3Y | +124.8% | +54.0% | +70.7% | +79.9% |
| 5Y | +137.9% | +17.1% | +120.8% | +107.4% |
| 10Y | +814.2% | +225.8% | +588.5% | +391.4% |
| All | +2,263.5% | +1,551.5% | +712.0% | +508.8% |
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