-29.3%
VST vs LHX
-6.7%
-22.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | +2.0% | -4.8% | +6.8% | +2.4% |
| 30D | +1.5% | -12.7% | +14.2% | +2.9% |
| 3M | +6.3% | -17.6% | +23.9% | +8.4% |
| 6M | -10.3% | -30.7% | +20.4% | -4.2% |
| YTD | -8.6% | -14.3% | +5.8% | -6.4% |
| 1Y | -29.3% | -8.4% | -20.9% | -25.5% |
| All | -29.3% | -6.7% | -22.6% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling