-34.8%
LII vs VICR
+293.8%
-328.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.2% | -12.9% | -2.6% |
| 7D | -6.3% | +5.0% | -11.2% | -6.7% |
| 30D | -13.0% | -12.5% | -0.6% | -12.3% |
| 3M | -29.0% | -33.6% | +4.6% | -27.6% |
| 6M | -27.7% | +10.7% | -38.3% | -28.8% |
| YTD | -24.2% | +80.6% | -104.8% | -21.9% |
| 1Y | -34.8% | +288.4% | -323.2% | -28.6% |
| All | -34.8% | +293.8% | -328.6% | -28.6% |
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