+358.4%
LIN vs VIVK
-100.0%
+458.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.7% | -9.6% | -1.9% |
| 7D | -3.5% | +13.1% | -16.5% | -3.5% |
| 30D | -4.1% | -29.7% | +25.6% | -4.0% |
| 3M | -6.4% | -93.0% | +86.6% | -6.0% |
| 6M | -2.4% | -98.0% | +95.5% | -1.9% |
| YTD | +10.9% | -97.8% | +108.7% | +11.4% |
| 1Y | 0.0% | -100.0% | +100.0% | +1.1% |
| 3Y | +25.8% | -100.0% | +125.8% | +26.9% |
| 5Y | +60.8% | -100.0% | +160.8% | +62.2% |
| 10Y | +358.4% | -100.0% | +458.4% | +346.1% |
| All | +358.4% | -100.0% | +458.4% | +346.1% |
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