+77.4%
LNG vs VICR
+209.3%
-131.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | +0.1% |
| 7D | -4.7% | +5.0% | -9.6% | -4.7% |
| 30D | +3.8% | -12.5% | +16.3% | +3.9% |
| 3M | +16.2% | -33.6% | +49.8% | +16.5% |
| 6M | +11.7% | +10.7% | +1.0% | +9.8% |
| YTD | +44.2% | +80.6% | -36.4% | +37.6% |
| 1Y | +18.6% | +288.4% | -269.8% | +7.4% |
| 3Y | +77.4% | +213.8% | -136.4% | +67.8% |
| All | +77.4% | +209.3% | -131.9% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling