+158.2%
LTH vs VICR
+187.3%
-29.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.0% |
| 7D | -4.0% | +1.3% | -5.3% | -4.2% |
| 30D | -1.7% | -11.9% | +10.3% | -0.3% |
| 3M | +28.0% | -35.1% | +63.1% | +33.2% |
| 6M | +54.1% | +8.1% | +45.9% | +44.0% |
| YTD | +57.1% | +67.8% | -10.7% | +34.2% |
| 1Y | +45.8% | +267.3% | -221.5% | +4.3% |
| All | +158.2% | +187.3% | -29.1% | +102.3% |
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