+92.7%
LLY vs VIVK
-100.0%
+192.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.4% | +0.1% |
| 7D | -3.1% | -7.9% | +4.8% | -3.1% |
| 30D | -8.6% | -42.0% | +33.3% | -8.4% |
| 3M | -1.6% | -92.5% | +90.9% | -1.2% |
| 6M | +11.8% | -98.0% | +109.8% | +12.3% |
| YTD | +5.1% | -97.9% | +103.0% | +5.3% |
| 1Y | +50.7% | -100.0% | +150.7% | +50.5% |
| All | +92.7% | -100.0% | +192.7% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling