+924.9%
VLO vs LHX
+227.8%
+697.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.8% |
| 7D | +5.3% | -4.3% | +9.6% | +7.4% |
| 30D | +18.2% | -15.1% | +33.4% | +27.2% |
| 3M | +53.3% | -21.0% | +74.3% | +69.0% |
| 6M | +70.4% | -32.0% | +102.4% | +100.8% |
| YTD | +143.4% | -15.3% | +158.7% | +155.4% |
| 1Y | +153.0% | -11.1% | +164.0% | +157.7% |
| 3Y | +195.0% | +54.0% | +140.9% | +121.5% |
| 5Y | +618.8% | +17.1% | +601.7% | +503.6% |
| All | +924.9% | +227.8% | +697.1% | +458.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling