+47.6%
LDOS vs VICR
-1.1%
+48.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.4% |
| 7D | -1.6% | +8.3% | -9.9% | -1.8% |
| 30D | +8.2% | -35.2% | +43.4% | +9.0% |
| 3M | -8.2% | -29.8% | +21.6% | -7.9% |
| 6M | +5.8% | -48.6% | +54.4% | +6.5% |
| YTD | -27.0% | +45.1% | -72.1% | -30.5% |
| 1Y | -31.0% | +79.6% | -110.5% | -35.0% |
| 3Y | +29.3% | +335.4% | -306.1% | +14.8% |
| All | +47.6% | -1.1% | +48.7% | +30.9% |
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 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