+133.8%
LTH vs VICR
+39.4%
+94.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.1% | -1.6% |
| 7D | -4.0% | +5.0% | -9.0% | -4.8% |
| 30D | -5.3% | -12.5% | +7.2% | -3.8% |
| 3M | +19.0% | -33.6% | +52.6% | +23.8% |
| 6M | +55.8% | +10.7% | +45.1% | +45.9% |
| YTD | +56.1% | +80.6% | -24.4% | +33.2% |
| 1Y | +41.3% | +288.4% | -247.1% | +3.4% |
| 3Y | +156.6% | +213.8% | -57.1% | +82.8% |
| All | +133.8% | +39.4% | +94.4% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling