+700.5%
LNG vs VCIT
+30.2%
+670.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.7% | +2.7% |
| 7D | -8.4% | +0.7% | -9.1% | -8.5% |
| 30D | +2.7% | +1.8% | +0.9% | +2.2% |
| 3M | +11.7% | -1.1% | +12.9% | +12.0% |
| 6M | +19.5% | -1.7% | +21.1% | +19.9% |
| YTD | +48.0% | -1.1% | +49.1% | +48.2% |
| 1Y | +38.4% | -0.4% | +38.7% | +38.2% |
| 3Y | +71.9% | +20.5% | +51.4% | +60.8% |
| 5Y | +179.9% | +3.8% | +176.1% | +170.6% |
| 10Y | +700.5% | +31.2% | +669.3% | +783.4% |
| All | +700.5% | +30.2% | +670.3% | +783.4% |
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