+232.3%
LHX vs VCIT
+29.2%
+203.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | -13.2% | -0.5% | -12.6% | -12.9% |
| 3M | -18.4% | -0.9% | -17.4% | -17.9% |
| 6M | -32.0% | -1.9% | -30.0% | -31.1% |
| YTD | -13.6% | -1.0% | -12.7% | -13.1% |
| 1Y | -6.0% | +0.2% | -6.2% | -6.1% |
| 3Y | +57.9% | +19.0% | +38.9% | +42.3% |
| 5Y | +19.2% | +3.1% | +16.2% | +16.3% |
| 10Y | +232.3% | +29.8% | +202.5% | +217.3% |
| All | +232.3% | +29.2% | +203.1% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling