+140.8%
LLY vs VICR
+336.6%
-195.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.3% |
| 7D | +6.7% | +8.3% | -1.5% | +6.6% |
| 30D | +19.6% | -35.2% | +54.7% | +20.0% |
| 3M | +19.7% | -29.8% | +49.5% | +19.7% |
| 6M | +42.7% | -48.6% | +91.3% | +43.5% |
| YTD | +35.1% | +45.1% | -10.0% | +27.8% |
| 1Y | +42.2% | +79.6% | -37.4% | +32.6% |
| 3Y | +140.8% | +335.4% | -194.6% | +113.5% |
| All | +140.8% | +336.6% | -195.8% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling