+30.6%
VCIT vs LH
+267.5%
-236.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.1% | +4.8% | -4.7% | -0.2% |
| 30D | +1.1% | +18.8% | -17.7% | +0.1% |
| 3M | -1.4% | +15.7% | -17.0% | -2.2% |
| 6M | -2.3% | +46.7% | -49.0% | -4.6% |
| YTD | -1.8% | +48.9% | -50.7% | -4.2% |
| 1Y | -1.0% | +43.5% | -44.5% | -3.2% |
| 3Y | +19.3% | +86.9% | -67.7% | +14.4% |
| 5Y | +3.8% | +60.4% | -56.6% | -0.1% |
| 10Y | +30.6% | +260.7% | -230.2% | +21.0% |
| All | +30.6% | +267.5% | -236.9% | +21.0% |
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