+88.2%
LLY vs VIK
+244.4%
-156.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | -0.1% |
| 7D | +1.4% | -1.2% | +2.6% | +1.6% |
| 30D | +21.5% | +11.5% | +10.0% | +18.7% |
| 3M | +18.5% | -11.3% | +29.8% | +21.1% |
| 6M | +49.1% | +11.3% | +37.8% | +44.0% |
| YTD | +34.4% | +26.1% | +8.3% | +25.2% |
| 1Y | +46.3% | +50.0% | -3.7% | +31.1% |
| All | +88.2% | +244.4% | -156.2% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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