+31.2%
VCIT vs LH
+261.9%
-230.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | +0.6% | +16.7% | -16.2% | -0.4% |
| 3M | -2.2% | +15.1% | -17.3% | -3.1% |
| 6M | -2.3% | +46.3% | -48.6% | -4.6% |
| YTD | -2.2% | +48.8% | -51.0% | -4.6% |
| 1Y | -1.4% | +39.7% | -41.1% | -3.4% |
| 3Y | +18.7% | +87.0% | -68.3% | +13.9% |
| 5Y | +3.6% | +53.0% | -49.4% | -0.1% |
| All | +31.2% | +261.9% | -230.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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