+20.8%
VCIT vs LYFT
-82.5%
+103.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | -1.2% | -8.4% | +7.2% | -1.0% |
| 30D | -1.6% | -7.6% | +6.0% | -1.4% |
| 3M | -2.3% | +11.7% | -14.1% | -2.6% |
| 6M | -1.9% | +15.1% | -17.0% | -2.2% |
| YTD | -1.8% | -20.9% | +19.1% | -1.6% |
| 1Y | -1.2% | -16.4% | +15.2% | -1.1% |
| 3Y | +18.1% | +35.2% | -17.1% | +16.2% |
| 5Y | +2.3% | -69.4% | +71.6% | +2.2% |
| All | +20.8% | -82.5% | +103.3% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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