+96.3%
VCIT vs LEN
+701.1%
-604.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +0.5% | +7.2% | -6.7% | +0.2% |
| 30D | +2.1% | +19.1% | -17.0% | +1.4% |
| 3M | -1.6% | +4.9% | -6.5% | -1.8% |
| 6M | -1.6% | +7.6% | -9.2% | -2.0% |
| YTD | -1.5% | -8.9% | +7.4% | -1.4% |
| 1Y | -0.4% | -22.7% | +22.3% | +0.2% |
| 3Y | +19.6% | -16.8% | +36.4% | +19.7% |
| 5Y | +3.3% | -1.4% | +4.6% | +2.5% |
| 10Y | +28.9% | +160.3% | -131.4% | +26.6% |
| All | +96.3% | +701.1% | -604.7% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling