+744.1%
LHX vs VCIT
+98.3%
+645.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.0% | -0.3% | -1.6% | -1.9% |
| 30D | -9.9% | -0.8% | -9.2% | -9.8% |
| 3M | -16.5% | -1.0% | -15.5% | -16.3% |
| 6M | -29.6% | -1.8% | -27.8% | -29.3% |
| YTD | -11.6% | -0.7% | -10.9% | -11.4% |
| 1Y | -4.1% | +1.0% | -5.1% | -4.3% |
| 3Y | +53.3% | +18.8% | +34.4% | +48.2% |
| 5Y | +22.3% | +3.5% | +18.8% | +17.7% |
| 10Y | +231.9% | +29.2% | +202.6% | +243.4% |
| All | +744.1% | +98.3% | +645.8% | +1,285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling