-22.5%
LEN vs VICR
+76.0%
-98.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -11.1% | +18.2% | +7.4% |
| 7D | +10.5% | -26.6% | +37.1% | +11.5% |
| 30D | +24.6% | -47.9% | +72.6% | +28.3% |
| 3M | +6.6% | -29.8% | +36.4% | +7.0% |
| 6M | +10.6% | -36.6% | +47.3% | +8.8% |
| YTD | -8.3% | +45.1% | -53.4% | -16.6% |
| 1Y | -22.5% | +80.0% | -102.5% | -30.6% |
| All | -22.5% | +76.0% | -98.5% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling