+98.0%
VCIT vs LEN
+626.3%
-528.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | -3.2% | +2.8% | -0.2% |
| 30D | -0.8% | -4.9% | +4.1% | -0.6% |
| 3M | -1.0% | -8.5% | +7.5% | -0.8% |
| 6M | -1.8% | -20.7% | +18.8% | -1.2% |
| YTD | -0.7% | -17.4% | +16.7% | -0.2% |
| 1Y | +1.0% | -38.2% | +39.2% | +2.4% |
| 3Y | +18.8% | -24.9% | +43.7% | +19.5% |
| 5Y | +3.5% | -11.4% | +14.9% | +3.1% |
| 10Y | +29.2% | +110.0% | -80.8% | +27.4% |
| All | +98.0% | +626.3% | -528.3% | +99.3% |
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 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