-31.8%
LVS vs VICR
+76.0%
-107.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -11.1% | +17.6% | +6.5% |
| 7D | +13.4% | -26.6% | +40.0% | +13.7% |
| 30D | +12.2% | -47.9% | +60.1% | +12.8% |
| 3M | -10.7% | -29.8% | +19.0% | -10.8% |
| 6M | -19.8% | -36.6% | +16.8% | -21.2% |
| YTD | -35.8% | +45.1% | -80.9% | -38.7% |
| 1Y | -31.8% | +80.0% | -111.8% | -36.3% |
| All | -31.8% | +76.0% | -107.8% | -36.3% |
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