-76.7%
LULU vs VICR
+57.6%
-134.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.2% | -9.0% | +0.8% |
| 7D | -1.6% | +5.0% | -6.6% | -2.2% |
| 30D | -18.1% | -12.5% | -5.6% | -17.2% |
| 3M | -18.8% | -33.6% | +14.8% | -16.5% |
| 6M | -39.2% | +10.7% | -49.9% | -43.2% |
| YTD | -52.4% | +80.6% | -132.9% | -59.3% |
| 1Y | -40.3% | +288.4% | -328.7% | -55.7% |
| 3Y | -75.1% | +213.8% | -288.9% | -82.0% |
| All | -76.7% | +57.6% | -134.4% | -82.0% |
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