+30.6%
VCIT vs LEN
+166.0%
-135.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.7% |
| 30D | +1.8% | +19.4% | -17.6% | +0.7% |
| 3M | -1.6% | +4.5% | -6.1% | -1.9% |
| 6M | -2.1% | +4.9% | -7.0% | -2.6% |
| YTD | -1.6% | -8.9% | +7.3% | -1.4% |
| 1Y | -0.8% | -23.0% | +22.2% | +0.2% |
| 3Y | +19.9% | -16.7% | +36.6% | +20.1% |
| 5Y | +3.3% | -4.5% | +7.8% | +1.7% |
| 10Y | +30.6% | +162.2% | -131.5% | +25.3% |
| All | +30.6% | +166.0% | -135.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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