+2,545.5%
VRT vs LHX
+79.4%
+2,466.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.1% | -7.5% | -9.0% |
| 7D | +2.4% | -3.7% | +6.1% | +3.6% |
| 30D | -2.7% | -13.2% | +10.5% | +1.4% |
| 3M | -9.2% | -18.4% | +9.2% | -4.1% |
| 6M | -0.5% | -32.0% | +31.4% | +11.2% |
| YTD | +62.3% | -13.6% | +76.0% | +67.6% |
| 1Y | +109.6% | -6.0% | +115.5% | +110.4% |
| 3Y | +573.1% | +57.9% | +515.1% | +463.8% |
| 5Y | +953.6% | +19.2% | +934.4% | +856.7% |
| All | +2,545.5% | +79.4% | +2,466.2% | +2,133.4% |
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 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