+54.0%
LHX vs VCLT
+11.4%
+42.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -4.3% | -1.4% | -2.9% | -3.7% |
| 30D | -15.1% | -1.2% | -14.0% | -14.7% |
| 3M | -21.0% | -4.8% | -16.2% | -19.3% |
| 6M | -32.0% | -2.6% | -29.4% | -31.2% |
| YTD | -15.3% | -3.3% | -12.0% | -14.0% |
| 1Y | -11.1% | -4.8% | -6.2% | -9.2% |
| 3Y | +54.0% | +11.5% | +42.5% | +51.9% |
| All | +54.0% | +11.4% | +42.7% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling