+23.7%
LLY vs VIVK
-88.6%
+112.3%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.5% | +8.6% | +1.1% |
| 7D | +6.6% | -57.7% | +64.3% | +5.9% |
| 30D | +19.4% | -87.3% | +106.7% | +17.7% |
| All | +23.7% | -88.6% | +112.3% | +21.9% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling