+2,854.2%
LII vs VICR
+787.3%
+2,066.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.3% | -9.1% | +0.3% |
| 7D | -1.2% | -6.5% | +5.4% | -0.6% |
| 30D | -2.0% | -38.5% | +36.6% | +4.6% |
| 3M | -20.2% | -26.1% | +5.8% | -18.8% |
| 6M | -32.5% | -36.2% | +3.7% | -31.5% |
| YTD | -27.4% | +49.2% | -76.6% | -37.8% |
| 1Y | -28.2% | +87.0% | -115.2% | -41.0% |
| 3Y | -7.2% | +350.4% | -357.7% | -40.1% |
| 5Y | +19.9% | +3.7% | +16.2% | -7.7% |
| 10Y | +168.6% | +1,084.9% | -916.2% | +15.1% |
| All | +2,854.2% | +787.3% | +2,066.9% | +737.2% |
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