+52.6%
VXUS vs LHX
+17.8%
+34.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -1.9% | -4.8% | +2.9% | -1.3% |
| 30D | -0.7% | -12.7% | +12.0% | +0.9% |
| 3M | +4.9% | -17.6% | +22.6% | +7.3% |
| 6M | +9.7% | -30.7% | +40.4% | +15.0% |
| YTD | +15.0% | -14.3% | +29.4% | +16.8% |
| 1Y | +22.4% | -8.4% | +30.8% | +23.0% |
| 3Y | +72.2% | +56.7% | +15.6% | +59.7% |
| 5Y | +52.6% | +18.5% | +34.1% | +43.6% |
| All | +52.6% | +17.8% | +34.8% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling