+69.8%
LSCC vs VICR
+79.4%
-9.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +11.3% | -2.9% | +3.9% |
| 7D | +19.3% | -6.5% | +25.9% | +21.8% |
| 30D | -9.6% | -38.5% | +28.9% | +7.6% |
| 3M | -12.4% | -26.1% | +13.7% | -4.6% |
| 6M | -10.5% | -36.2% | +25.8% | +0.3% |
| YTD | +54.8% | +49.2% | +5.6% | +21.6% |
| All | +69.8% | +79.4% | -9.6% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling