+25.9%
LMT vs VICR
+76.0%
-50.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -11.1% | +4.3% | -7.1% |
| 7D | -5.5% | -26.6% | +21.1% | -6.3% |
| 30D | +17.5% | -47.9% | +65.4% | +16.0% |
| 3M | +1.6% | -29.8% | +31.4% | +0.7% |
| 6M | +16.3% | -36.6% | +52.9% | +13.7% |
| YTD | +25.3% | +45.1% | -19.9% | +15.9% |
| 1Y | +25.9% | +80.0% | -54.2% | +18.3% |
| All | +25.9% | +76.0% | -50.1% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling