-6.0%
LQD vs VICR
+57.6%
-63.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.2% | -0.3% |
| 7D | -1.1% | +5.0% | -6.1% | -1.2% |
| 30D | -1.3% | -12.5% | +11.2% | -1.0% |
| 3M | -3.2% | -33.6% | +30.4% | -2.5% |
| 6M | -2.1% | +10.7% | -12.8% | -3.2% |
| YTD | -2.4% | +80.6% | -82.9% | -4.8% |
| 1Y | -2.7% | +288.4% | -291.0% | -7.4% |
| 3Y | +14.2% | +213.8% | -199.6% | +7.9% |
| All | -6.0% | +57.6% | -63.7% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling