+414.3%
VUG vs LHX
+227.8%
+186.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.3% |
| 7D | -0.5% | -4.3% | +3.8% | +0.7% |
| 30D | -1.0% | -15.1% | +14.2% | +3.7% |
| 3M | +3.5% | -21.0% | +24.5% | +10.1% |
| 6M | +14.2% | -32.0% | +46.2% | +26.8% |
| YTD | +8.5% | -15.3% | +23.8% | +12.1% |
| 1Y | +12.9% | -11.1% | +23.9% | +14.5% |
| 3Y | +85.6% | +54.0% | +31.6% | +54.6% |
| 5Y | +78.1% | +17.1% | +61.0% | +59.4% |
| All | +414.3% | +227.8% | +186.5% | +237.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling