+28.3%
LHX vs VCIT
+3.2%
+25.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -6.4% | +0.1% | -6.5% | -6.5% |
| 30D | +11.2% | +1.9% | +9.3% | +9.9% |
| 3M | -9.8% | -1.4% | -8.4% | -9.0% |
| 6M | -13.2% | -2.1% | -11.1% | -12.1% |
| YTD | -10.4% | -1.6% | -8.7% | -9.4% |
| 1Y | -7.3% | -0.9% | -6.4% | -6.7% |
| 3Y | +51.5% | +20.0% | +31.5% | +35.7% |
| All | +28.3% | +3.2% | +25.0% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling