+260.0%
LDOS vs VICR
+1,568.0%
-1,308.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.1% |
| 7D | -7.1% | +9.8% | -17.0% | -7.8% |
| 30D | -6.1% | -12.6% | +6.5% | -5.3% |
| 3M | +5.6% | -29.7% | +35.3% | +7.2% |
| 6M | -26.9% | +18.8% | -45.8% | -30.4% |
| YTD | -27.9% | +76.4% | -104.3% | -34.3% |
| 1Y | -26.8% | +282.4% | -309.2% | -38.6% |
| 3Y | +39.6% | +206.2% | -166.6% | +15.2% |
| 5Y | +39.4% | +53.9% | -14.5% | +18.4% |
| 10Y | +260.0% | +1,572.3% | -1,312.4% | +104.5% |
| All | +260.0% | +1,568.0% | -1,308.0% | +104.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling