+248.6%
LTH vs VICR
+361.4%
-112.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.1% |
| 7D | +0.3% | +5.7% | -5.4% | -0.4% |
| 30D | +17.7% | -35.2% | +52.9% | +21.5% |
| 3M | +8.5% | -20.3% | +28.8% | +8.7% |
| 6M | +46.9% | -46.3% | +93.2% | +51.2% |
| YTD | +78.8% | +53.4% | +25.4% | +57.0% |
| 1Y | +84.9% | +81.6% | +3.3% | +58.4% |
| All | +248.6% | +361.4% | -112.8% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling