+901.5%
LITE vs VICR
+47.8%
+853.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.5% | -1.5% | +2.1% |
| 7D | -1.5% | +0.4% | -2.0% | -1.7% |
| 30D | +6.7% | -13.9% | +20.6% | +12.7% |
| 3M | -6.8% | -38.4% | +31.7% | +9.5% |
| 6M | +29.4% | -7.2% | +36.6% | +30.7% |
| YTD | +139.1% | +72.0% | +67.1% | +99.0% |
| 1Y | +521.0% | +263.3% | +257.7% | +311.1% |
| 3Y | +1,535.3% | +173.3% | +1,362.0% | +991.3% |
| All | +901.5% | +47.8% | +853.8% | +538.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling