+6,150.8%
LSCC vs VICR
+12,032.5%
-5,881.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +0.3% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -9.7% | -13.9% | +4.3% | -5.6% |
| 3M | -23.7% | -38.4% | +14.7% | -12.1% |
| 6M | +26.5% | -7.2% | +33.7% | +24.2% |
| YTD | +57.5% | +72.0% | -14.5% | +26.3% |
| 1Y | +75.7% | +263.3% | -187.6% | +8.4% |
| 3Y | +19.5% | +173.3% | -153.8% | -25.9% |
| 5Y | +83.8% | +47.3% | +36.5% | +21.6% |
| 10Y | +1,772.4% | +1,495.2% | +277.2% | +421.5% |
| All | +6,150.8% | +12,032.5% | -5,881.7% | +634.4% |
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