-39.9%
LUMN vs VICR
+57.6%
-97.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.2% | -9.2% | -1.0% |
| 7D | +2.5% | +5.0% | -2.5% | +1.0% |
| 30D | +10.3% | -12.5% | +22.8% | +13.4% |
| 3M | -18.3% | -33.6% | +15.3% | -11.4% |
| 6M | +4.4% | +10.7% | -6.3% | -3.7% |
| YTD | -10.7% | +80.6% | -91.3% | -27.9% |
| 1Y | +14.0% | +288.4% | -274.4% | -25.9% |
| 3Y | +406.6% | +213.8% | +192.8% | +221.5% |
| All | -39.9% | +57.6% | -97.6% | -60.9% |
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 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