+188.9%
LMT vs VCIT
+29.0%
+159.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -8.2% | -0.8% | -7.5% | -8.0% |
| 3M | +3.7% | -0.5% | +4.3% | +3.9% |
| 6M | -19.2% | -1.4% | -17.8% | -18.8% |
| YTD | +12.9% | -0.8% | +13.6% | +13.1% |
| 1Y | +19.8% | +0.3% | +19.5% | +19.6% |
| 3Y | +37.3% | +19.2% | +18.0% | +28.6% |
| 5Y | +74.4% | +3.6% | +70.8% | +72.3% |
| 10Y | +188.9% | +29.3% | +159.6% | +195.6% |
| All | +188.9% | +29.0% | +159.9% | +195.6% |
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