+120.6%
VLO vs LHX
-8.3%
+128.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.5% | +0.7% | -5.5% |
| 7D | -6.0% | -0.3% | -5.6% | -5.7% |
| 30D | -12.9% | +9.7% | -22.5% | -12.7% |
| 3M | +18.3% | -8.5% | +26.9% | +18.5% |
| 6M | +46.4% | -15.1% | +61.5% | +47.2% |
| YTD | +127.7% | -10.4% | +138.2% | +121.0% |
| 1Y | +120.6% | -9.3% | +129.9% | +114.4% |
| All | +120.6% | -8.3% | +128.9% | +114.4% |
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