-99.3%
LCID vs VICR
-1.1%
-98.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.4% | -5.8% | -8.3% |
| 7D | -10.2% | +8.3% | -18.5% | -11.9% |
| 30D | -10.2% | -35.2% | +25.0% | -1.5% |
| 3M | -54.1% | -29.8% | -24.3% | -51.5% |
| 6M | -53.8% | -48.6% | -5.2% | -48.5% |
| YTD | -72.0% | +45.1% | -117.2% | -77.8% |
| 1Y | -80.5% | +79.6% | -160.1% | -85.4% |
| 3Y | -92.6% | +335.4% | -428.0% | -96.4% |
| All | -99.3% | -1.1% | -98.3% | -99.4% |
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 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