+54.0%
LHX vs VICR
+209.3%
-155.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.2% | -12.3% | -1.4% |
| 7D | -4.3% | +5.0% | -9.2% | -4.4% |
| 30D | -15.1% | -12.5% | -2.7% | -14.9% |
| 3M | -21.0% | -33.6% | +12.6% | -20.5% |
| 6M | -32.0% | +10.7% | -42.7% | -33.6% |
| YTD | -15.3% | +80.6% | -95.9% | -18.9% |
| 1Y | -11.1% | +288.4% | -299.4% | -17.1% |
| 3Y | +54.0% | +213.8% | -159.8% | +41.5% |
| All | +54.0% | +209.3% | -155.3% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling