+87.2%
LSCC vs VICR
+53.8%
+33.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.2% | +0.6% |
| 7D | +5.2% | +9.8% | -4.6% | +2.0% |
| 30D | -9.6% | -12.6% | +3.0% | -6.0% |
| 3M | -17.8% | -29.7% | +11.9% | -9.1% |
| 6M | +37.4% | +18.8% | +18.6% | +25.7% |
| YTD | +59.7% | +76.4% | -16.7% | +28.0% |
| 1Y | +76.2% | +282.4% | -206.1% | +8.5% |
| 3Y | +28.2% | +206.2% | -178.0% | -23.1% |
| 5Y | +87.2% | +53.9% | +33.3% | +28.0% |
| All | +87.2% | +53.8% | +33.4% | +28.0% |
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