+96.1%
VCIT vs LVS
+292.0%
-195.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +0.1% | +11.1% | -11.0% | 0.0% |
| 30D | +1.9% | +14.7% | -12.8% | +1.8% |
| 3M | -1.4% | -10.9% | +9.5% | -1.4% |
| 6M | -2.1% | -22.3% | +20.2% | -1.9% |
| YTD | -1.6% | -35.8% | +34.2% | -1.3% |
| 1Y | -0.9% | -33.5% | +32.5% | -0.6% |
| 3Y | +20.0% | -11.7% | +31.7% | +19.9% |
| 5Y | +3.1% | +2.6% | +0.5% | +2.9% |
| 10Y | +28.7% | -11.9% | +40.6% | +28.4% |
| All | +96.1% | +292.0% | -195.9% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling