+59.1%
LHX vs VCIT
+19.1%
+40.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.4% | +4.4% |
| 7D | -2.7% | +0.7% | -3.4% | -3.3% |
| 30D | +14.5% | +1.8% | +12.7% | +13.0% |
| 3M | -4.9% | -1.6% | -3.3% | -3.8% |
| 6M | -8.6% | -2.1% | -6.5% | -7.2% |
| YTD | -6.4% | -1.6% | -4.8% | -5.3% |
| 1Y | -5.1% | -0.8% | -4.3% | -4.4% |
| 3Y | +59.1% | +19.9% | +39.1% | +44.4% |
| All | +59.1% | +19.1% | +40.0% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling