+990.1%
VZ vs LHX
+8,111.5%
-7,121.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +0.1% | -2.0% | +2.0% | +0.4% |
| 30D | +7.9% | -9.9% | +17.8% | +10.0% |
| 3M | +13.6% | -16.5% | +30.1% | +17.3% |
| 6M | +1.1% | -29.6% | +30.7% | +7.5% |
| YTD | +29.3% | -11.6% | +40.9% | +31.3% |
| 1Y | +21.2% | -4.1% | +25.3% | +20.9% |
| 3Y | +75.9% | +53.3% | +22.6% | +59.3% |
| 5Y | +24.1% | +22.3% | +1.8% | +16.1% |
| 10Y | +62.4% | +231.9% | -169.5% | +23.0% |
| All | +990.1% | +8,111.5% | -7,121.4% | +364.1% |
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