+3,317.8%
LNT vs VICR
+11,731.3%
-8,413.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.8% |
| 7D | +0.2% | +1.3% | -1.1% | +0.1% |
| 30D | -0.5% | -11.9% | +11.4% | +0.1% |
| 3M | -5.5% | -35.1% | +29.6% | -3.8% |
| 6M | -3.8% | +8.1% | -11.9% | -6.1% |
| YTD | +6.8% | +67.8% | -60.9% | +0.9% |
| 1Y | +9.3% | +267.3% | -258.0% | -2.5% |
| 3Y | +47.9% | +191.2% | -143.3% | +30.1% |
| 5Y | +31.6% | +48.1% | -16.5% | +16.8% |
| 10Y | +150.1% | +1,546.1% | -1,396.0% | +78.4% |
| All | +3,317.8% | +11,731.3% | -8,413.5% | +1,998.9% |
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