+431.5%
LIN vs VIVK
-100.0%
+531.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.5% | +8.2% | +0.7% |
| 7D | +2.1% | -57.7% | +59.8% | +2.2% |
| 30D | +6.8% | -87.3% | +94.0% | +7.0% |
| 3M | +10.4% | -98.9% | +109.3% | +11.1% |
| 6M | +3.2% | -100.0% | +103.1% | +4.2% |
| YTD | +24.6% | -100.0% | +124.6% | +25.7% |
| 1Y | +24.4% | -100.0% | +124.4% | +26.0% |
| 3Y | +36.7% | -100.0% | +136.7% | +38.5% |
| 5Y | +67.0% | -100.0% | +167.0% | +69.2% |
| All | +431.5% | -100.0% | +531.5% | +439.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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