+426.7%
VRTX vs LHX
+227.8%
+198.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -5.6% | -4.3% | -1.4% | -4.4% |
| 30D | -2.0% | -15.1% | +13.2% | +2.8% |
| 3M | +15.8% | -21.0% | +36.8% | +23.6% |
| 6M | +4.7% | -32.0% | +36.7% | +16.7% |
| YTD | +13.7% | -15.3% | +29.0% | +18.0% |
| 1Y | +29.7% | -11.1% | +40.8% | +32.3% |
| 3Y | +48.4% | +54.0% | -5.6% | +26.3% |
| 5Y | +173.3% | +17.1% | +156.2% | +148.6% |
| All | +426.7% | +227.8% | +198.9% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling