+12,334.7%
LMT vs VICR
+11,731.3%
+603.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.9% |
| 7D | -1.3% | +1.3% | -2.6% | -1.4% |
| 30D | -12.5% | -11.9% | -0.6% | -12.0% |
| 3M | -0.5% | -35.1% | +34.7% | +1.3% |
| 6M | -20.0% | +8.1% | -28.2% | -21.9% |
| YTD | +10.4% | +67.8% | -57.4% | +4.5% |
| 1Y | +17.7% | +267.3% | -249.6% | +5.6% |
| 3Y | +34.3% | +191.2% | -156.9% | +18.9% |
| 5Y | +71.8% | +48.1% | +23.7% | +53.4% |
| 10Y | +187.0% | +1,546.1% | -1,359.1% | +108.7% |
| All | +12,334.7% | +11,731.3% | +603.3% | +7,090.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling