+3.8%
VCIT vs LH
+54.4%
-50.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +2.5% | -3.9% | -1.6% |
| 30D | +0.8% | +18.7% | -17.9% | -0.6% |
| 3M | -1.7% | +15.3% | -17.1% | -2.9% |
| 6M | -2.1% | +45.4% | -47.5% | -5.0% |
| YTD | -2.0% | +49.5% | -51.5% | -5.3% |
| 1Y | -1.5% | +41.4% | -42.9% | -4.3% |
| 3Y | +19.0% | +87.6% | -68.7% | +12.0% |
| 5Y | +3.8% | +53.8% | -50.0% | -2.5% |
| All | +3.8% | +54.4% | -50.6% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling