-41.1%
LEN vs VIK
+228.1%
-269.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.2% | -3.0% | -0.1% | -2.4% |
| 30D | -4.9% | -20.7% | +15.8% | +0.8% |
| 3M | -8.5% | -4.6% | -3.8% | -7.6% |
| 6M | -20.7% | +14.0% | -34.6% | -23.7% |
| YTD | -17.4% | +20.2% | -37.6% | -21.8% |
| 1Y | -38.2% | +36.0% | -74.3% | -43.3% |
| All | -41.1% | +228.1% | -269.3% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling