-43.9%
LEN vs VIK
+225.1%
-269.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | -4.8% | -0.9% | -3.8% | -4.6% |
| 30D | -6.6% | -18.4% | +11.8% | -1.8% |
| 3M | -15.7% | -8.8% | -6.9% | -13.9% |
| 6M | -16.6% | +17.1% | -33.8% | -20.3% |
| YTD | -21.3% | +19.0% | -40.4% | -25.4% |
| 1Y | -42.0% | +30.1% | -72.2% | -46.3% |
| All | -43.9% | +225.1% | -269.0% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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