+18.6%
LNG vs VICR
+293.8%
-275.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | +0.7% |
| 7D | -4.7% | +5.0% | -9.6% | -4.4% |
| 30D | +3.8% | -12.5% | +16.3% | +3.3% |
| 3M | +16.2% | -33.6% | +49.8% | +14.6% |
| 6M | +11.7% | +10.7% | +1.0% | +13.0% |
| YTD | +44.2% | +80.6% | -36.4% | +44.6% |
| 1Y | +18.6% | +288.4% | -269.8% | +18.0% |
| All | +18.6% | +293.8% | -275.2% | +18.0% |
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