-97.8%
LCID vs VICR
+46.6%
-144.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.9% | -2.9% | -6.5% |
| 7D | -9.3% | +1.3% | -10.6% | -9.6% |
| 30D | -35.4% | -11.9% | -23.5% | -33.5% |
| 3M | -17.1% | -35.1% | +18.1% | -9.3% |
| 6M | -58.9% | +8.1% | -67.1% | -62.8% |
| YTD | -59.6% | +67.8% | -127.4% | -68.3% |
| 1Y | -78.0% | +267.3% | -345.3% | -86.8% |
| 3Y | -92.7% | +191.2% | -283.9% | -95.9% |
| 5Y | -97.8% | +48.1% | -145.9% | -98.2% |
| All | -97.8% | +46.6% | -144.5% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling