+123.4%
VRT vs LHX
-4.7%
+128.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.5% | +4.7% |
| 7D | +9.1% | -2.4% | +11.5% | +9.5% |
| 30D | +0.9% | -10.4% | +11.3% | +2.6% |
| 3M | -13.4% | -16.9% | +3.5% | -10.7% |
| 6M | +11.7% | -29.9% | +41.6% | +22.3% |
| YTD | +73.2% | -12.0% | +85.2% | +73.8% |
| 1Y | +123.4% | -4.5% | +128.0% | +123.3% |
| All | +123.4% | -4.7% | +128.1% | +123.3% |
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