+1,486.2%
LSCC vs VICR
+1,039.7%
+446.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.0% | +6.4% | +9.0% |
| 7D | +14.5% | +5.7% | +8.8% | +12.5% |
| 30D | -0.1% | -35.2% | +35.1% | +14.0% |
| 3M | -2.7% | -20.3% | +17.6% | +2.4% |
| 6M | -4.8% | -46.3% | +41.5% | +11.4% |
| YTD | +66.9% | +53.4% | +13.5% | +36.1% |
| 1Y | +85.8% | +81.6% | +4.3% | +43.5% |
| 3Y | +115.6% | +360.5% | -245.0% | +12.0% |
| 5Y | +48.8% | +4.4% | +44.4% | +7.7% |
| All | +1,486.2% | +1,039.7% | +446.5% | +584.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling