+14.0%
LUMN vs VICR
+293.8%
-279.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.2% | -9.2% | -0.9% |
| 7D | +2.5% | +5.0% | -2.5% | +1.0% |
| 30D | +10.3% | -12.5% | +22.8% | +13.5% |
| 3M | -18.3% | -33.6% | +15.3% | -10.9% |
| 6M | +4.4% | +10.7% | -6.3% | -4.3% |
| YTD | -10.7% | +80.6% | -91.3% | -25.6% |
| 1Y | +14.0% | +288.4% | -274.4% | -20.3% |
| All | +14.0% | +293.8% | -279.8% | -20.3% |
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