+25.2%
LH vs VICR
+42.6%
-17.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -4.3% |
| 7D | -7.4% | -0.4% | -7.0% | -7.4% |
| 30D | -4.6% | -15.6% | +11.0% | -4.0% |
| 3M | +14.5% | -35.4% | +49.9% | +16.0% |
| 6M | +14.8% | +1.3% | +13.5% | +12.5% |
| YTD | +23.3% | +62.5% | -39.2% | +17.3% |
| 1Y | +13.6% | +255.5% | -241.9% | +2.9% |
| 3Y | +56.3% | +182.0% | -125.6% | +40.2% |
| 5Y | +25.2% | +42.9% | -17.7% | +13.1% |
| All | +25.2% | +42.6% | -17.4% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling