+30.6%
VCIT vs LVS
-13.0%
+43.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | +0.1% | +6.7% | -6.6% | 0.0% |
| 30D | +1.1% | +13.8% | -12.7% | +0.9% |
| 3M | -1.4% | -9.5% | +8.1% | -1.2% |
| 6M | -2.3% | -22.0% | +19.7% | -1.9% |
| YTD | -1.8% | -35.7% | +33.9% | -1.1% |
| 1Y | -1.0% | -36.7% | +35.7% | -0.2% |
| 3Y | +19.3% | -8.8% | +28.1% | +19.0% |
| 5Y | +3.8% | +9.5% | -5.7% | +3.0% |
| 10Y | +30.6% | -10.9% | +41.5% | +29.1% |
| All | +30.6% | -13.0% | +43.5% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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