+79.2%
VZ vs LHX
+57.1%
+22.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -1.0% | -3.7% | +2.8% | -0.6% |
| 30D | +5.8% | -13.2% | +18.9% | +7.1% |
| 3M | +10.5% | -18.4% | +28.9% | +12.4% |
| 6M | +1.8% | -32.0% | +33.7% | +4.9% |
| YTD | +28.3% | -13.6% | +41.9% | +27.9% |
| 1Y | +22.0% | -6.0% | +27.9% | +19.5% |
| All | +79.2% | +57.1% | +22.2% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling