+135.2%
LTH vs VICR
+29.5%
+105.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +28.0% | -35.1% | +63.1% | +33.6% |
| 6M | +54.1% | +8.1% | +45.9% | +44.7% |
| YTD | +57.1% | +67.8% | -10.7% | +35.6% |
| 1Y | +45.8% | +267.3% | -221.5% | +7.6% |
| 3Y | +157.6% | +191.2% | -33.7% | +85.6% |
| All | +135.2% | +29.5% | +105.7% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling