+7,641.7%
LHX vs VICR
+11,356.8%
-3,715.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.4% |
| 7D | -4.8% | -0.4% | -4.4% | -4.8% |
| 30D | -12.7% | -15.6% | +2.8% | -11.3% |
| 3M | -17.6% | -35.4% | +17.7% | -14.7% |
| 6M | -30.7% | +1.3% | -32.0% | -33.6% |
| YTD | -14.3% | +62.5% | -76.8% | -23.3% |
| 1Y | -8.4% | +255.5% | -263.9% | -26.7% |
| 3Y | +56.7% | +182.0% | -125.3% | +22.1% |
| 5Y | +18.5% | +42.9% | -24.4% | -6.3% |
| 10Y | +229.6% | +1,494.0% | -1,264.4% | +67.7% |
| All | +7,641.7% | +11,356.8% | -3,715.1% | +2,420.7% |
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