-27.9%
LEN vs VICR
+209.3%
-237.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.2% | -9.0% | +1.4% |
| 7D | -4.8% | +5.0% | -9.7% | -5.1% |
| 30D | -6.6% | -12.5% | +5.9% | -5.9% |
| 3M | -15.7% | -33.6% | +17.9% | -14.1% |
| 6M | -16.6% | +10.7% | -27.3% | -19.6% |
| YTD | -21.3% | +80.6% | -101.9% | -27.3% |
| 1Y | -42.0% | +288.4% | -330.4% | -50.2% |
| 3Y | -27.9% | +213.8% | -241.7% | -38.5% |
| All | -27.9% | +209.3% | -237.2% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling