+23.5%
LIN vs VIVK
-100.0%
+123.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.8% |
| 7D | +0.2% | -38.6% | +38.9% | +0.2% |
| 30D | +6.2% | -87.7% | +93.9% | +6.3% |
| 3M | +9.3% | -98.9% | +108.2% | +10.0% |
| 6M | +4.4% | -100.0% | +104.3% | +5.8% |
| YTD | +23.7% | -100.0% | +123.7% | +25.2% |
| 1Y | +23.5% | -100.0% | +123.5% | +29.1% |
| All | +23.5% | -100.0% | +123.5% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling