+5.2%
VUG vs LHX
-8.3%
+13.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +1.3% |
| 7D | -3.0% | -0.3% | -2.7% | -3.1% |
| 30D | -6.4% | +9.7% | -16.1% | -6.4% |
| 3M | -3.2% | -8.5% | +5.3% | -2.9% |
| 6M | +3.1% | -15.1% | +18.2% | +3.7% |
| YTD | +6.3% | -10.4% | +16.7% | +4.7% |
| 1Y | +5.2% | -9.3% | +14.5% | +3.3% |
| All | +5.2% | -8.3% | +13.4% | +3.3% |
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