+61.3%
LHX vs VCIT
+18.9%
+42.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -10.4% | -0.8% | -9.6% | -9.8% |
| 3M | -14.9% | -0.5% | -14.4% | -14.6% |
| 6M | -29.6% | -1.4% | -28.2% | -28.8% |
| YTD | -11.8% | -0.8% | -11.0% | -11.2% |
| 1Y | -5.1% | +0.3% | -5.4% | -5.2% |
| 3Y | +61.3% | +19.2% | +42.1% | +31.1% |
| All | +61.3% | +18.9% | +42.4% | +31.1% |
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