+88.1%
LTH vs VICR
+52.1%
+36.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.1% | +15.8% | +1.3% |
| 7D | +5.3% | -34.6% | +39.9% | +7.1% |
| 30D | +18.3% | -54.9% | +73.1% | +22.1% |
| 3M | +5.4% | -38.3% | +43.7% | +6.6% |
| 6M | +62.5% | -49.2% | +111.7% | +63.1% |
| YTD | +79.6% | +23.3% | +56.4% | +60.0% |
| 1Y | +88.1% | +42.4% | +45.7% | +65.7% |
| All | +88.1% | +52.1% | +36.1% | +65.7% |
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