-63.5%
LUMN vs VICR
+54.6%
-118.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.5% | -1.7% |
| 7D | -18.2% | -23.1% | +4.9% | -13.5% |
| 30D | -32.5% | -48.1% | +15.6% | -22.7% |
| 3M | -32.4% | -32.8% | +0.5% | -28.7% |
| 6M | -59.3% | -47.6% | -11.7% | -55.4% |
| YTD | -48.6% | +34.0% | -82.7% | -58.4% |
| 1Y | -63.5% | +65.0% | -128.5% | -72.9% |
| All | -63.5% | +54.6% | -118.1% | -72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling