+17.9%
LMT vs VICR
+272.1%
-254.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -1.4% |
| 7D | -6.3% | +0.4% | -6.7% | -6.2% |
| 30D | -8.5% | -13.9% | +5.4% | -8.6% |
| 3M | +1.8% | -38.4% | +40.2% | +0.6% |
| 6M | -19.9% | -7.2% | -12.7% | -20.8% |
| YTD | +10.6% | +72.0% | -61.5% | +9.3% |
| 1Y | +17.9% | +263.3% | -245.3% | +20.7% |
| All | +17.9% | +272.1% | -254.2% | +20.7% |
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