-92.7%
LCID vs VICR
+187.3%
-280.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.9% | -2.9% | -6.8% |
| 7D | -9.3% | +1.3% | -10.6% | -9.5% |
| 30D | -35.4% | -11.9% | -23.5% | -34.0% |
| 3M | -17.1% | -35.1% | +18.1% | -11.2% |
| 6M | -58.9% | +8.1% | -67.1% | -61.5% |
| YTD | -59.6% | +67.8% | -127.4% | -65.6% |
| 1Y | -78.0% | +267.3% | -345.3% | -84.3% |
| All | -92.7% | +187.3% | -280.0% | -95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling