+717.5%
LHX vs VCLT
+100.6%
+617.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.7% |
| 7D | -4.8% | -1.3% | -3.5% | -4.7% |
| 30D | -12.7% | -1.1% | -11.6% | -12.7% |
| 3M | -17.6% | -3.7% | -14.0% | -17.4% |
| 6M | -30.7% | -4.0% | -26.7% | -30.5% |
| YTD | -14.3% | -3.4% | -11.0% | -14.2% |
| 1Y | -8.4% | -4.1% | -4.3% | -8.1% |
| 3Y | +56.7% | +11.0% | +45.7% | +56.2% |
| 5Y | +18.5% | -17.0% | +35.5% | +15.7% |
| 10Y | +229.6% | +16.7% | +212.9% | +255.7% |
| All | +717.5% | +100.6% | +617.0% | +1,235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling