+73.0%
LMT vs VICR
+57.6%
+15.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.2% | -12.3% | -1.1% |
| 7D | -0.2% | +5.0% | -5.2% | -0.2% |
| 30D | -13.1% | -12.5% | -0.6% | -13.1% |
| 3M | -3.9% | -33.6% | +29.7% | -4.1% |
| 6M | -18.3% | +10.7% | -28.9% | -18.6% |
| YTD | +10.3% | +80.6% | -70.2% | +9.8% |
| 1Y | +14.2% | +288.4% | -274.1% | +13.8% |
| 3Y | +35.0% | +213.8% | -178.8% | +34.7% |
| All | +73.0% | +57.6% | +15.4% | +67.1% |
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