+245.1%
LUMN vs VICR
+12,634.7%
-12,389.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.2% | -9.2% | +0.3% |
| 7D | +2.5% | +5.0% | -2.5% | +1.7% |
| 30D | +10.3% | -12.5% | +22.8% | +12.1% |
| 3M | -18.3% | -33.6% | +15.3% | -14.5% |
| 6M | +4.4% | +10.7% | -6.3% | +0.6% |
| YTD | -10.7% | +80.6% | -91.3% | -19.7% |
| 1Y | +14.0% | +288.4% | -274.4% | -8.3% |
| 3Y | +406.6% | +213.8% | +192.8% | +310.3% |
| 5Y | -36.8% | +58.8% | -95.6% | -47.5% |
| 10Y | -56.2% | +1,671.8% | -1,728.0% | -73.4% |
| All | +245.1% | +12,634.7% | -12,389.7% | +36.5% |
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