+417.3%
LIN vs VIVK
-100.0%
+517.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -23.6% | +24.5% | +1.0% |
| 7D | +0.1% | -44.2% | +44.3% | +0.2% |
| 30D | +7.6% | -90.0% | +97.6% | +7.9% |
| 3M | +6.5% | -98.0% | +104.5% | +7.1% |
| 6M | +6.2% | -99.9% | +106.1% | +7.3% |
| YTD | +23.2% | -99.9% | +123.2% | +24.3% |
| 1Y | +25.4% | -100.0% | +125.4% | +26.9% |
| 3Y | +38.3% | -100.0% | +138.3% | +39.9% |
| 5Y | +64.4% | -100.0% | +164.4% | +66.4% |
| 10Y | +417.3% | -100.0% | +517.3% | +425.4% |
| All | +417.3% | -100.0% | +517.3% | +425.4% |
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