+14.2%
LMT vs VICR
+293.8%
-279.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.2% | -12.3% | -1.0% |
| 7D | -0.2% | +5.0% | -5.2% | -0.1% |
| 30D | -13.1% | -12.5% | -0.6% | -13.2% |
| 3M | -3.9% | -33.6% | +29.7% | -4.9% |
| 6M | -18.3% | +10.7% | -28.9% | -19.2% |
| YTD | +10.3% | +80.6% | -70.2% | +9.3% |
| 1Y | +14.2% | +288.4% | -274.1% | +17.5% |
| All | +14.2% | +293.8% | -279.5% | +17.5% |
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 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