+30.0%
LIN vs VIVK
-100.0%
+130.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -12.3% | +11.4% | -0.9% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -2.4% | -43.6% | +41.2% | -2.3% |
| 3M | -5.6% | -95.1% | +89.6% | -5.2% |
| 6M | -3.4% | -98.2% | +94.8% | -3.0% |
| YTD | +13.1% | -97.9% | +111.0% | +13.5% |
| 1Y | +2.5% | -100.0% | +102.4% | +3.7% |
| All | +30.0% | -100.0% | +130.0% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling