+977.6%
VRT vs LHX
+16.3%
+961.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.9% |
| 7D | -8.4% | -4.3% | -4.1% | -7.2% |
| 30D | -10.9% | -15.1% | +4.3% | -6.8% |
| 3M | -13.7% | -21.0% | +7.3% | -8.3% |
| 6M | -4.1% | -32.0% | +27.9% | +6.7% |
| YTD | +58.7% | -15.3% | +74.1% | +64.3% |
| 1Y | +89.6% | -11.1% | +100.7% | +93.0% |
| 3Y | +558.1% | +54.0% | +504.1% | +453.4% |
| All | +977.6% | +16.3% | +961.3% | +848.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling