+830.5%
LIN vs VIVK
-100.0%
+930.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +34.1% | -35.3% | -1.1% |
| 7D | +0.2% | -42.9% | +43.1% | +0.2% |
| 30D | +6.5% | -88.6% | +95.1% | +6.4% |
| 3M | +5.5% | -97.7% | +103.2% | +5.4% |
| 6M | +3.3% | -99.9% | +103.2% | +3.2% |
| YTD | +22.0% | -99.9% | +121.9% | +21.9% |
| 1Y | +25.7% | -100.0% | +125.7% | +25.6% |
| 3Y | +36.2% | -100.0% | +136.2% | +36.1% |
| 5Y | +66.1% | -100.0% | +166.1% | +65.8% |
| 10Y | +431.0% | -100.0% | +531.0% | +431.8% |
| All | +830.5% | -100.0% | +930.5% | +874.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling