+57.3%
LLY vs VIVK
-100.0%
+157.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -27.5% | +28.1% | +0.8% |
| 7D | +10.1% | -68.7% | +78.7% | +10.7% |
| 30D | +24.0% | -90.0% | +114.1% | +25.6% |
| 3M | +27.3% | -98.1% | +125.3% | +30.2% |
| 6M | +47.0% | -99.9% | +146.9% | +50.7% |
| YTD | +32.6% | -99.9% | +132.5% | +34.9% |
| 1Y | +57.3% | -100.0% | +157.3% | +68.4% |
| All | +57.3% | -100.0% | +157.3% | +68.4% |
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 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