+11,653.3%
VRTX vs LHX
+9,703.5%
+1,949.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | -3.4% | -2.5% | -0.9% | -2.5% |
| 30D | +6.6% | -10.4% | +17.0% | +10.9% |
| 3M | +19.4% | -14.9% | +34.3% | +26.1% |
| 6M | +15.8% | -29.6% | +45.4% | +31.0% |
| YTD | +16.7% | -11.8% | +28.5% | +20.6% |
| 1Y | +33.8% | -5.1% | +38.9% | +34.1% |
| 3Y | +54.2% | +61.3% | -7.1% | +24.5% |
| 5Y | +176.4% | +22.4% | +154.0% | +141.9% |
| 10Y | +443.5% | +232.2% | +211.3% | +206.1% |
| All | +11,653.3% | +9,703.5% | +1,949.8% | +1,612.8% |
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