+129.6%
LTH vs VICR
+7.1%
+122.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.3% |
| 7D | +0.3% | +5.7% | -5.4% | -0.8% |
| 30D | +17.7% | -35.2% | +52.9% | +23.1% |
| 3M | +8.5% | -20.3% | +28.8% | +8.9% |
| 6M | +46.9% | -46.3% | +93.2% | +52.6% |
| YTD | +78.8% | +53.4% | +25.4% | +52.3% |
| 1Y | +84.9% | +81.6% | +3.3% | +52.8% |
| 3Y | +246.4% | +360.5% | -114.2% | +122.9% |
| 5Y | +129.6% | +4.4% | +125.1% | +37.2% |
| All | +129.6% | +7.1% | +122.5% | +37.2% |
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