-79.4%
LCID vs VICR
+76.0%
-155.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -11.1% | +22.7% | +13.5% |
| 7D | -1.2% | -26.6% | +25.4% | +4.1% |
| 30D | -19.2% | -47.9% | +28.8% | -9.4% |
| 3M | -56.7% | -29.8% | -26.9% | -55.0% |
| 6M | -49.6% | -36.6% | -13.0% | -48.4% |
| YTD | -68.1% | +45.1% | -113.3% | -78.7% |
| 1Y | -79.4% | +80.0% | -159.4% | -87.9% |
| All | -79.4% | +76.0% | -155.4% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling