+28.2%
LSCC vs VICR
+201.6%
-173.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.2% | +0.5% |
| 7D | +5.2% | +9.8% | -4.6% | +1.8% |
| 30D | -9.6% | -12.6% | +3.0% | -5.7% |
| 3M | -17.8% | -29.7% | +11.9% | -8.5% |
| 6M | +37.4% | +18.8% | +18.6% | +24.7% |
| YTD | +59.7% | +76.4% | -16.7% | +26.3% |
| 1Y | +76.2% | +282.4% | -206.1% | +5.3% |
| 3Y | +28.2% | +206.2% | -178.0% | -29.8% |
| All | +28.2% | +201.6% | -173.5% | -29.8% |
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