+179.2%
LH vs VICR
+1,679.8%
-1,500.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.2% | -9.7% | +0.5% |
| 7D | -4.7% | +5.0% | -9.7% | -5.2% |
| 30D | -3.5% | -12.5% | +9.0% | -2.6% |
| 3M | +17.7% | -33.6% | +51.3% | +20.7% |
| 6M | +15.8% | +10.7% | +5.1% | +10.8% |
| YTD | +25.1% | +80.6% | -55.5% | +13.0% |
| 1Y | +12.5% | +288.4% | -275.9% | -7.4% |
| 3Y | +59.8% | +213.8% | -154.0% | +28.5% |
| 5Y | +27.1% | +58.8% | -31.8% | +5.5% |
| All | +179.2% | +1,679.8% | -1,500.6% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling