+923.5%
VZ vs LHX
+8,620.6%
-7,697.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.5% | +4.8% | -3.3% | +0.6% |
| 30D | +4.4% | +14.7% | -10.3% | +1.6% |
| 3M | -2.4% | -5.1% | +2.8% | -1.6% |
| 6M | +1.4% | -9.9% | +11.3% | +3.0% |
| YTD | +21.4% | -6.1% | +27.5% | +21.7% |
| 1Y | +20.3% | -4.0% | +24.3% | +20.0% |
| 3Y | +57.4% | +56.9% | +0.5% | +41.9% |
| 5Y | +21.9% | +36.6% | -14.6% | +11.6% |
| 10Y | +70.7% | +217.5% | -146.7% | +30.3% |
| All | +923.5% | +8,620.6% | -7,697.1% | +330.2% |
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