+59.2%
LUV vs VICR
+76.0%
-16.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -11.1% | +18.0% | +8.2% |
| 7D | +6.8% | -26.6% | +33.4% | +10.8% |
| 30D | +10.9% | -47.9% | +58.9% | +20.1% |
| 3M | -4.2% | -29.8% | +25.5% | -1.9% |
| 6M | +22.1% | -36.6% | +58.8% | +21.8% |
| YTD | +13.8% | +45.1% | -31.3% | -7.7% |
| 1Y | +59.2% | +80.0% | -20.8% | +19.5% |
| All | +59.2% | +76.0% | -16.7% | +19.5% |
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 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