-80.5%
LCID vs VICR
+70.3%
-150.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.4% | -5.8% | -8.5% |
| 7D | -10.2% | +8.3% | -18.5% | -11.5% |
| 30D | -10.2% | -35.2% | +25.0% | -3.9% |
| 3M | -54.1% | -29.8% | -24.3% | -52.4% |
| 6M | -53.8% | -48.6% | -5.2% | -49.5% |
| YTD | -72.0% | +45.1% | -117.2% | -82.0% |
| 1Y | -80.5% | +79.6% | -160.1% | -89.6% |
| All | -80.5% | +70.3% | -150.8% | -89.6% |
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