+1,375.6%
LITE vs VICR
+1,056.5%
+319.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.7% | -3.1% | +2.5% |
| 7D | -35.9% | -23.1% | -12.8% | -28.9% |
| 30D | -51.5% | -48.1% | -3.5% | -38.5% |
| 3M | -35.7% | -32.8% | -2.9% | -26.5% |
| 6M | -43.0% | -47.6% | +4.6% | -30.4% |
| YTD | +46.1% | +34.0% | +12.1% | +28.8% |
| 1Y | +124.7% | +65.0% | +59.7% | +86.5% |
| 3Y | +1,172.1% | +277.1% | +895.0% | +662.8% |
| 5Y | +477.0% | -5.3% | +482.3% | +357.8% |
| All | +1,375.6% | +1,056.5% | +319.1% | +478.4% |
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