+270.6%
LDOS vs VICR
+1,526.8%
-1,256.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.1% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | +4.9% | -13.9% | +18.8% | +5.8% |
| 3M | +7.2% | -38.4% | +45.6% | +9.9% |
| 6M | -24.2% | -7.2% | -17.0% | -26.2% |
| YTD | -25.8% | +72.0% | -97.8% | -32.2% |
| 1Y | -24.7% | +263.3% | -288.0% | -36.6% |
| 3Y | +39.3% | +173.3% | -134.0% | +16.4% |
| 5Y | +43.3% | +47.3% | -4.0% | +22.4% |
| All | +270.6% | +1,526.8% | -1,256.3% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling