+156.6%
LTH vs VICR
+16.0%
+140.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.1% | -3.9% |
| 7D | -4.6% | +21.9% | -26.5% | -7.2% |
| 30D | +14.8% | -38.4% | +53.2% | +20.9% |
| 3M | +3.9% | -27.2% | +31.1% | +5.7% |
| 6M | +35.5% | -43.7% | +79.2% | +39.6% |
| YTD | +71.3% | +50.3% | +21.1% | +46.5% |
| 1Y | +75.7% | +74.6% | +1.1% | +46.2% |
| 3Y | +231.9% | +351.2% | -119.3% | +114.7% |
| 5Y | +130.5% | +2.5% | +128.0% | +50.3% |
| All | +156.6% | +16.0% | +140.5% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling