+167.7%
LII vs VICR
+1,501.2%
-1,333.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.4% |
| 7D | -3.5% | -0.4% | -3.1% | -3.5% |
| 30D | -13.5% | -15.6% | +2.1% | -11.9% |
| 3M | -26.0% | -35.4% | +9.4% | -22.7% |
| 6M | -26.8% | +1.3% | -28.1% | -29.3% |
| YTD | -22.9% | +62.5% | -85.3% | -30.8% |
| 1Y | -32.6% | +255.5% | -288.1% | -47.1% |
| 3Y | -1.3% | +182.0% | -183.3% | -24.2% |
| 5Y | +23.1% | +42.9% | -19.8% | -3.0% |
| All | +167.7% | +1,501.2% | -1,333.5% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling