+6.4%
LVS vs VICR
+57.6%
-51.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | -0.7% |
| 7D | -3.5% | +5.0% | -8.4% | -4.1% |
| 30D | -6.2% | -12.5% | +6.2% | -5.2% |
| 3M | -14.8% | -33.6% | +18.8% | -12.3% |
| 6M | -20.9% | +10.7% | -31.5% | -25.3% |
| YTD | -33.0% | +80.6% | -113.6% | -41.4% |
| 1Y | -20.0% | +288.4% | -308.4% | -37.8% |
| 3Y | -6.9% | +213.8% | -220.7% | -29.6% |
| All | +6.4% | +57.6% | -51.2% | -24.2% |
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