+194.3%
LMT vs VCIT
+31.2%
+163.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +4.8% | -1.4% | +6.2% | +5.4% |
| 30D | +19.9% | +0.8% | +19.1% | +19.5% |
| 3M | +0.2% | -1.7% | +1.9% | +0.8% |
| 6M | +17.4% | -2.1% | +19.5% | +18.3% |
| YTD | +27.2% | -2.0% | +29.2% | +28.1% |
| 1Y | +35.6% | -1.5% | +37.1% | +36.2% |
| 3Y | +47.1% | +19.0% | +28.1% | +37.4% |
| 5Y | +103.7% | +3.8% | +99.9% | +101.1% |
| All | +194.3% | +31.2% | +163.1% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling