-43.1%
LEN vs VIK
+225.3%
-268.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.4% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -5.7% | -18.0% | +12.4% | -1.0% |
| 3M | -12.2% | -5.8% | -6.4% | -11.2% |
| 6M | -18.3% | +17.2% | -35.4% | -21.9% |
| YTD | -20.2% | +19.1% | -39.3% | -24.3% |
| 1Y | -40.1% | +33.6% | -73.7% | -44.7% |
| All | -43.1% | +225.3% | -268.4% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling