-9.3%
LHX vs VICR
+76.0%
-85.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -11.1% | +4.7% | -6.5% |
| 7D | -0.3% | -26.6% | +26.2% | -0.5% |
| 30D | +9.7% | -47.9% | +57.6% | +9.4% |
| 3M | -8.5% | -29.8% | +21.2% | -8.8% |
| 6M | -15.1% | -36.6% | +21.5% | -16.7% |
| YTD | -10.4% | +45.1% | -55.6% | -23.3% |
| 1Y | -9.3% | +80.0% | -89.3% | -24.9% |
| All | -9.3% | +76.0% | -85.3% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling