+1,116.8%
LNG vs VICR
+1,520.2%
-403.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.2% |
| 7D | -4.5% | -0.4% | -4.1% | -4.5% |
| 30D | +4.7% | -15.6% | +20.2% | +6.9% |
| 3M | +15.1% | -35.4% | +50.5% | +20.5% |
| 6M | +13.6% | +1.3% | +12.3% | +6.6% |
| YTD | +44.0% | +62.5% | -18.5% | +23.1% |
| 1Y | +18.4% | +255.5% | -237.1% | -13.2% |
| 3Y | +75.9% | +182.0% | -106.1% | +24.6% |
| 5Y | +231.7% | +42.9% | +188.8% | +140.3% |
| 10Y | +549.0% | +1,494.0% | -945.0% | +159.2% |
| All | +1,116.8% | +1,520.2% | -403.3% | +248.4% |
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