+28.9%
VCIT vs LNT
+168.9%
-140.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | +1.9% | +12.3% | -10.4% | +0.8% |
| 3M | -1.4% | +5.3% | -6.8% | -2.0% |
| 6M | -2.1% | +2.0% | -4.2% | -2.4% |
| YTD | -1.6% | +15.3% | -16.9% | -3.1% |
| 1Y | -0.9% | +12.3% | -13.2% | -2.1% |
| 3Y | +20.0% | +59.1% | -39.1% | +14.4% |
| 5Y | +3.1% | +51.7% | -48.6% | -1.5% |
| All | +28.9% | +168.9% | -140.0% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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