-18.6%
LVS vs VICR
+14.5%
-33.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.4% |
| 7D | -2.7% | +1.3% | -4.0% | -2.7% |
| 30D | -4.7% | -11.9% | +7.3% | -4.6% |
| 3M | -15.6% | -35.1% | +19.6% | -15.6% |
| 6M | -18.6% | +8.1% | -26.8% | -26.8% |
| All | -18.6% | +14.5% | -33.1% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling