+1,238.7%
VUG vs LHX
+1,584.2%
-345.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +0.1% | -3.7% | +3.8% | +1.4% |
| 30D | -1.7% | -13.2% | +11.5% | +3.2% |
| 3M | +2.8% | -18.4% | +21.2% | +9.6% |
| 6M | +13.6% | -32.0% | +45.6% | +29.0% |
| YTD | +8.1% | -13.6% | +21.7% | +11.9% |
| 1Y | +13.1% | -6.0% | +19.0% | +13.1% |
| 3Y | +87.0% | +57.9% | +29.0% | +51.5% |
| 5Y | +76.0% | +19.2% | +56.7% | +54.8% |
| 10Y | +420.5% | +232.3% | +188.2% | +195.0% |
| All | +1,238.7% | +1,584.2% | -345.5% | +313.7% |
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 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