+535.3%
VRT vs LHX
+55.8%
+479.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.5% |
| 7D | -7.7% | -4.8% | -2.9% | -6.9% |
| 30D | -12.0% | -12.7% | +0.8% | -9.8% |
| 3M | -11.7% | -17.6% | +6.0% | -8.8% |
| 6M | -8.1% | -30.7% | +22.6% | -0.9% |
| YTD | +53.2% | -14.3% | +67.6% | +56.9% |
| 1Y | +81.7% | -8.4% | +90.1% | +83.3% |
| All | +535.3% | +55.8% | +479.5% | +524.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling