+10,076.1%
LEN vs VICR
+11,731.3%
-1,655.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +1.5% |
| 7D | -3.4% | +1.3% | -4.6% | -3.7% |
| 30D | -5.7% | -11.9% | +6.3% | -3.9% |
| 3M | -12.2% | -35.1% | +22.9% | -7.0% |
| 6M | -18.3% | +8.1% | -26.4% | -24.6% |
| YTD | -20.2% | +67.8% | -88.0% | -33.9% |
| 1Y | -40.1% | +267.3% | -307.4% | -59.1% |
| 3Y | -26.2% | +191.2% | -217.4% | -51.7% |
| 5Y | -9.8% | +48.1% | -57.9% | -38.4% |
| 10Y | +109.1% | +1,546.1% | -1,437.0% | -26.7% |
| All | +10,076.1% | +11,731.3% | -1,655.2% | +1,953.3% |
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