+498.3%
LDOS vs VICR
+1,170.0%
-671.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.7% | -11.0% | -3.2% |
| 7D | -7.2% | -23.1% | +15.9% | -5.0% |
| 30D | +16.8% | -48.1% | +64.9% | +23.8% |
| 3M | -1.6% | -32.8% | +31.3% | +0.4% |
| 6M | -1.0% | -47.6% | +46.6% | +1.5% |
| YTD | -25.8% | +34.0% | -59.8% | -33.5% |
| 1Y | -31.1% | +65.0% | -96.1% | -39.9% |
| 3Y | +32.8% | +277.1% | -244.3% | -1.6% |
| 5Y | +49.4% | -5.3% | +54.7% | +24.2% |
| 10Y | +253.9% | +1,075.0% | -821.2% | +82.1% |
| All | +498.3% | +1,170.0% | -671.6% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling