+98.0%
VCIT vs LVS
+323.5%
-225.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.3% | -1.5% | +1.1% | -0.3% |
| 30D | -0.8% | -3.2% | +2.5% | -0.7% |
| 3M | -1.0% | -12.0% | +11.0% | -0.9% |
| 6M | -1.8% | -19.9% | +18.1% | -1.7% |
| YTD | -0.7% | -30.6% | +29.9% | -0.4% |
| 1Y | +1.0% | -17.7% | +18.7% | +1.1% |
| 3Y | +18.8% | -14.2% | +33.1% | +18.8% |
| 5Y | +3.5% | +9.6% | -6.2% | +3.2% |
| 10Y | +29.2% | +5.7% | +23.6% | +29.0% |
| All | +98.0% | +323.5% | -225.6% | +100.4% |
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