+37,658.8%
VLO vs LHX
+7,918.1%
+29,740.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.3% |
| 7D | +6.2% | -3.7% | +10.0% | +7.6% |
| 30D | +23.5% | -13.2% | +36.6% | +29.3% |
| 3M | +53.9% | -18.4% | +72.2% | +63.3% |
| 6M | +81.7% | -32.0% | +113.6% | +104.2% |
| YTD | +142.5% | -13.6% | +156.1% | +150.7% |
| 1Y | +145.4% | -6.0% | +151.4% | +145.9% |
| 3Y | +197.3% | +57.9% | +139.4% | +147.7% |
| 5Y | +614.6% | +19.2% | +595.4% | +544.6% |
| 10Y | +938.9% | +232.3% | +706.6% | +577.8% |
| All | +37,658.8% | +7,918.1% | +29,740.7% | +15,070.1% |
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 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