+6,042.4%
LSCC vs VICR
+10,421.2%
-4,378.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +11.3% | -2.9% | +4.9% |
| 7D | +19.3% | -6.5% | +25.9% | +21.6% |
| 30D | -9.6% | -38.5% | +28.9% | +4.3% |
| 3M | -12.4% | -26.1% | +13.7% | -5.9% |
| 6M | -10.5% | -36.2% | +25.8% | -1.8% |
| YTD | +54.8% | +49.2% | +5.6% | +27.2% |
| 1Y | +79.4% | +87.0% | -7.6% | +37.2% |
| 3Y | +109.6% | +350.4% | -240.9% | +10.4% |
| 5Y | +40.4% | +3.7% | +36.7% | +1.8% |
| 10Y | +1,379.1% | +1,084.9% | +294.2% | +344.9% |
| All | +6,042.4% | +10,421.2% | -4,378.8% | +639.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling