+18.7%
VCIT vs LVS
-9.1%
+27.8%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.2% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | +0.6% | +10.0% | -9.4% | +0.3% |
| 3M | -2.2% | -11.0% | +8.8% | -2.0% |
| 6M | -2.3% | -20.1% | +17.8% | -1.8% |
| YTD | -2.2% | -36.3% | +34.2% | -1.2% |
| 1Y | -1.4% | -36.8% | +35.5% | -0.4% |
| 3Y | +18.7% | -9.5% | +28.3% | +18.2% |
| All | +18.7% | -9.1% | +27.8% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling