+222.4%
LHX vs VCIT
+30.9%
+191.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +6.5% | -0.5% | +7.0% | +6.8% |
| 30D | +16.1% | +1.5% | +14.6% | +15.0% |
| 3M | -2.8% | -1.0% | -1.9% | -2.3% |
| 6M | -7.7% | -1.7% | -6.0% | -6.8% |
| YTD | -4.6% | -1.4% | -3.3% | -3.8% |
| 1Y | -6.8% | -0.9% | -5.9% | -6.2% |
| 3Y | +60.8% | +19.8% | +41.0% | +44.0% |
| 5Y | +39.5% | +4.6% | +34.9% | +35.0% |
| 10Y | +222.4% | +31.5% | +190.9% | +208.4% |
| All | +222.4% | +30.9% | +191.5% | +208.4% |
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