+2,077.5%
LLY vs VIVK
-100.0%
+2,177.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.5% | +8.6% | +1.2% |
| 7D | +6.6% | -57.7% | +64.3% | +6.9% |
| 30D | +19.4% | -87.3% | +106.7% | +20.1% |
| 3M | +19.6% | -98.9% | +118.5% | +21.3% |
| 6M | +42.6% | -100.0% | +142.5% | +45.7% |
| YTD | +35.0% | -100.0% | +134.9% | +37.5% |
| 1Y | +42.0% | -100.0% | +142.0% | +45.8% |
| 3Y | +140.5% | -100.0% | +240.5% | +146.6% |
| 5Y | +479.9% | -100.0% | +579.9% | +495.8% |
| All | +2,077.5% | -100.0% | +2,177.5% | +2,050.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling