+3.5%
LII vs VICR
+194.2%
-190.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.5% |
| 7D | -0.7% | +0.4% | -1.2% | -0.8% |
| 30D | -12.6% | -13.9% | +1.3% | -11.4% |
| 3M | -24.4% | -38.4% | +14.0% | -21.1% |
| 6M | -28.7% | -7.2% | -21.5% | -30.4% |
| YTD | -19.1% | +72.0% | -91.2% | -26.5% |
| 1Y | -29.7% | +263.3% | -293.0% | -42.8% |
| All | +3.5% | +194.2% | -190.7% | -14.1% |
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