+222.0%
LHX vs VCLT
+17.1%
+205.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -4.3% | -1.4% | -2.9% | -3.8% |
| 30D | -15.1% | -1.2% | -14.0% | -14.8% |
| 3M | -21.0% | -4.8% | -16.2% | -19.7% |
| 6M | -32.0% | -2.6% | -29.4% | -31.4% |
| YTD | -15.3% | -3.3% | -12.0% | -14.4% |
| 1Y | -11.1% | -4.8% | -6.2% | -9.7% |
| 3Y | +54.0% | +11.5% | +42.5% | +48.7% |
| 5Y | +17.1% | -17.0% | +34.1% | +22.4% |
| All | +222.0% | +17.1% | +205.0% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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