-3.3%
LVS vs VICR
+1,679.8%
-1,683.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | -1.1% |
| 7D | -3.5% | +5.0% | -8.4% | -4.3% |
| 30D | -6.2% | -12.5% | +6.2% | -4.9% |
| 3M | -14.8% | -33.6% | +18.8% | -11.5% |
| 6M | -20.9% | +10.7% | -31.5% | -26.4% |
| YTD | -33.0% | +80.6% | -113.6% | -43.5% |
| 1Y | -20.0% | +288.4% | -308.4% | -41.8% |
| 3Y | -6.9% | +213.8% | -220.7% | -34.7% |
| 5Y | +9.1% | +58.8% | -49.8% | -19.9% |
| All | -3.3% | +1,679.8% | -1,683.1% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling