+98.0%
VCIT vs LNT
+780.3%
-682.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -0.8% | -3.2% | +2.4% | -0.5% |
| 3M | -1.0% | -4.1% | +3.1% | -0.8% |
| 6M | -1.8% | -4.6% | +2.7% | -1.6% |
| YTD | -0.7% | +7.0% | -7.7% | -1.2% |
| 1Y | +1.0% | +8.3% | -7.3% | +0.3% |
| 3Y | +18.8% | +51.0% | -32.1% | +15.2% |
| 5Y | +3.5% | +30.2% | -26.7% | +1.0% |
| 10Y | +29.2% | +143.6% | -114.4% | +22.6% |
| All | +98.0% | +780.3% | -682.4% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling