+2.0%
LII vs VICR
+201.6%
-199.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.7% |
| 7D | +2.1% | +9.8% | -7.7% | +0.9% |
| 30D | -12.4% | -12.6% | +0.2% | -11.3% |
| 3M | -24.8% | -29.7% | +4.9% | -22.7% |
| 6M | -25.2% | +18.8% | -44.0% | -28.7% |
| YTD | -20.3% | +76.4% | -96.6% | -27.7% |
| 1Y | -32.9% | +282.4% | -315.3% | -45.8% |
| 3Y | +2.0% | +206.2% | -204.1% | -15.5% |
| All | +2.0% | +201.6% | -199.6% | -15.5% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling