+11,385.0%
LIN vs VICR
+1,618.4%
+9,766.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.9% | -2.2% |
| 7D | +0.2% | -23.1% | +23.3% | +3.0% |
| 30D | +6.5% | -48.1% | +54.5% | +13.8% |
| 3M | +5.5% | -32.8% | +38.3% | +8.2% |
| 6M | +3.3% | -47.6% | +50.9% | +6.7% |
| YTD | +22.0% | +34.0% | -12.0% | +9.7% |
| 1Y | +25.7% | +65.0% | -39.3% | +9.8% |
| 3Y | +36.2% | +277.1% | -240.9% | +0.2% |
| 5Y | +66.1% | -5.3% | +71.4% | +36.7% |
| 10Y | +431.0% | +1,075.0% | -644.1% | +184.5% |
| All | +11,385.0% | +1,618.4% | +9,766.6% | +4,084.7% |
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