+3,188.9%
LII vs VICR
+923.2%
+2,265.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.2% |
| 7D | -0.7% | +0.4% | -1.2% | -0.9% |
| 30D | -12.6% | -13.9% | +1.3% | -10.8% |
| 3M | -24.4% | -38.4% | +14.0% | -19.5% |
| 6M | -28.7% | -7.2% | -21.5% | -30.9% |
| YTD | -19.1% | +72.0% | -91.2% | -30.4% |
| 1Y | -29.7% | +263.3% | -293.0% | -48.4% |
| 3Y | +4.8% | +173.3% | -168.5% | -24.3% |
| 5Y | +24.6% | +47.3% | -22.7% | -7.7% |
| 10Y | +169.2% | +1,495.2% | -1,326.0% | +12.1% |
| All | +3,188.9% | +923.2% | +2,265.6% | +836.4% |
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