+1,216.9%
VST vs LHX
+237.0%
+979.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.2% |
| 7D | +8.9% | -2.0% | +10.9% | +9.7% |
| 30D | +6.2% | -9.9% | +16.1% | +10.3% |
| 3M | -2.7% | -16.5% | +13.8% | +3.1% |
| 6M | -8.4% | -29.6% | +21.2% | +3.7% |
| YTD | -7.2% | -11.6% | +4.4% | -4.3% |
| 1Y | -20.9% | -4.1% | -16.8% | -21.4% |
| 3Y | +384.0% | +53.3% | +330.7% | +291.4% |
| 5Y | +757.1% | +22.3% | +734.8% | +647.9% |
| All | +1,216.9% | +237.0% | +979.9% | +874.9% |
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 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