+25.3%
VZ vs LHX
+19.9%
+5.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -1.0% | -3.7% | +2.8% | -0.5% |
| 30D | +5.8% | -13.2% | +18.9% | +7.7% |
| 3M | +10.5% | -18.4% | +28.9% | +13.3% |
| 6M | +1.8% | -32.0% | +33.7% | +6.7% |
| YTD | +28.3% | -13.6% | +41.9% | +29.2% |
| 1Y | +22.0% | -6.0% | +27.9% | +20.7% |
| 3Y | +81.8% | +57.9% | +23.9% | +63.0% |
| 5Y | +25.3% | +19.2% | +6.1% | +16.9% |
| All | +25.3% | +19.9% | +5.4% | +16.9% |
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