+96.1%
VCIT vs LH
+509.5%
-413.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | +1.9% | +17.5% | -15.6% | +1.3% |
| 3M | -1.4% | +16.1% | -17.5% | -2.0% |
| 6M | -2.1% | +43.4% | -45.5% | -3.5% |
| YTD | -1.6% | +47.2% | -48.8% | -3.2% |
| 1Y | -0.9% | +50.1% | -51.0% | -2.6% |
| 3Y | +20.0% | +81.2% | -61.2% | +17.0% |
| 5Y | +3.1% | +63.7% | -60.6% | +0.6% |
| 10Y | +28.7% | +269.2% | -240.4% | +23.7% |
| All | +96.1% | +509.5% | -413.4% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling