+30.6%
VCIT vs LNT
+166.8%
-136.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +0.7% | +0.6% | +0.1% | +0.7% |
| 30D | +1.8% | +12.4% | -10.6% | +0.7% |
| 3M | -1.6% | +6.7% | -8.3% | -2.2% |
| 6M | -2.1% | +3.9% | -6.0% | -2.5% |
| YTD | -1.6% | +16.5% | -18.1% | -3.1% |
| 1Y | -0.8% | +12.5% | -13.3% | -2.0% |
| 3Y | +19.9% | +66.9% | -46.9% | +13.9% |
| 5Y | +3.3% | +56.1% | -52.8% | -1.6% |
| 10Y | +30.6% | +173.2% | -142.6% | +18.2% |
| All | +30.6% | +166.8% | -136.2% | +18.2% |
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