+361.6%
LRCX vs VICR
+209.3%
+152.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.1% | -3.9% |
| 7D | -3.1% | +5.0% | -8.0% | -5.0% |
| 30D | -8.6% | -12.5% | +3.9% | -4.6% |
| 3M | -17.7% | -33.6% | +15.9% | -5.5% |
| 6M | +36.4% | +10.7% | +25.7% | +30.5% |
| YTD | +74.5% | +80.6% | -6.0% | +45.0% |
| 1Y | +159.4% | +288.4% | -128.9% | +71.7% |
| 3Y | +361.6% | +213.8% | +147.8% | +196.7% |
| All | +361.6% | +209.3% | +152.3% | +196.7% |
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