+1,088.3%
VST vs LHX
+257.2%
+831.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | +19.2% | +5.3% | +13.8% | +17.0% |
| 30D | -17.2% | +15.8% | -33.0% | -21.4% |
| 3M | -8.1% | -6.1% | -2.1% | -6.1% |
| 6M | -8.1% | -11.4% | +3.2% | -4.7% |
| YTD | -16.3% | -6.3% | -10.0% | -15.5% |
| 1Y | -24.1% | -8.0% | -16.2% | -22.9% |
| 3Y | +300.2% | +58.1% | +242.1% | +221.5% |
| 5Y | +645.9% | +36.3% | +609.6% | +525.0% |
| 10Y | +1,152.2% | +216.9% | +935.3% | +811.1% |
| All | +1,088.3% | +257.2% | +831.2% | +760.6% |
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