+950.8%
VTI vs LHX
+2,816.8%
-1,866.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.2% |
| 7D | -0.9% | -4.3% | +3.4% | +0.6% |
| 30D | -1.4% | -15.1% | +13.7% | +4.2% |
| 3M | +3.6% | -21.0% | +24.6% | +11.6% |
| 6M | +13.6% | -32.0% | +45.6% | +28.8% |
| YTD | +12.9% | -15.3% | +28.2% | +17.9% |
| 1Y | +17.2% | -11.1% | +28.3% | +19.8% |
| 3Y | +75.7% | +54.0% | +21.7% | +45.2% |
| 5Y | +75.4% | +17.1% | +58.3% | +56.8% |
| 10Y | +303.3% | +225.8% | +77.5% | +140.4% |
| All | +950.8% | +2,816.8% | -1,866.1% | +206.1% |
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