+359.1%
VST vs LHX
+60.8%
+298.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +9.9% | -2.5% | +12.4% | +10.4% |
| 30D | +7.9% | -10.4% | +18.3% | +10.5% |
| 3M | +3.4% | -14.9% | +18.4% | +6.7% |
| 6M | -4.1% | -29.6% | +25.5% | +4.5% |
| YTD | -5.7% | -11.8% | +6.1% | -3.7% |
| 1Y | -18.9% | -5.1% | -13.8% | -19.2% |
| 3Y | +359.1% | +61.3% | +297.7% | +313.5% |
| All | +359.1% | +60.8% | +298.3% | +313.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling