+1,405.6%
LH vs VICR
+12,339.4%
-10,933.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -0.9% |
| 7D | -0.8% | +9.8% | -10.7% | -1.7% |
| 30D | +2.0% | -12.6% | +14.6% | +3.0% |
| 3M | +24.3% | -29.7% | +53.9% | +26.8% |
| 6M | +21.1% | +18.8% | +2.2% | +15.6% |
| YTD | +30.4% | +76.4% | -45.9% | +19.2% |
| 1Y | +18.4% | +282.4% | -264.0% | -0.7% |
| 3Y | +65.5% | +206.2% | -140.7% | +36.1% |
| 5Y | +29.9% | +53.9% | -24.0% | +8.7% |
| 10Y | +186.6% | +1,572.3% | -1,385.7% | +80.7% |
| All | +1,405.6% | +12,339.4% | -10,933.8% | +520.2% |
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