+1,670.7%
LITE vs VICR
+1,071.4%
+599.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.0% | +6.7% | +9.2% |
| 7D | +3.4% | +5.7% | -2.3% | +2.1% |
| 30D | -34.9% | -35.2% | +0.3% | -23.5% |
| 3M | -21.0% | -20.3% | -0.7% | -15.0% |
| 6M | -38.5% | -46.3% | +7.8% | -25.7% |
| YTD | +75.8% | +53.4% | +22.4% | +47.9% |
| 1Y | +156.7% | +81.6% | +75.1% | +105.7% |
| 3Y | +1,498.6% | +360.5% | +1,138.0% | +796.8% |
| 5Y | +610.9% | +4.4% | +606.5% | +445.9% |
| 10Y | +1,670.7% | +1,055.3% | +615.3% | +551.6% |
| All | +1,670.7% | +1,071.4% | +599.2% | +551.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling