+2,614.7%
LITE vs VICR
+1,508.7%
+1,106.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +2.8% |
| 7D | +13.6% | +1.3% | +12.3% | +13.1% |
| 30D | +21.6% | -11.9% | +33.5% | +27.4% |
| 3M | +20.3% | -35.1% | +55.5% | +39.6% |
| 6M | +54.4% | +8.1% | +46.2% | +47.5% |
| YTD | +168.3% | +67.8% | +100.5% | +120.5% |
| 1Y | +551.8% | +267.3% | +284.5% | +310.8% |
| 3Y | +1,891.5% | +191.2% | +1,700.3% | +1,161.6% |
| 5Y | +1,014.7% | +48.1% | +966.6% | +657.9% |
| 10Y | +2,614.7% | +1,546.1% | +1,068.6% | +786.4% |
| All | +2,614.7% | +1,508.7% | +1,106.1% | +786.4% |
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 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