+390.0%
LLY vs VIVK
-100.0%
+490.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.9% | -2.2% |
| 7D | -3.1% | +13.1% | -16.2% | -3.2% |
| 30D | -5.1% | -29.7% | +24.6% | -5.0% |
| 3M | -2.1% | -93.0% | +90.9% | -1.8% |
| 6M | +13.8% | -98.0% | +111.8% | +14.2% |
| YTD | +5.1% | -97.8% | +102.8% | +5.3% |
| 1Y | +53.1% | -100.0% | +153.1% | +53.3% |
| 3Y | +95.6% | -100.0% | +195.6% | +96.0% |
| All | +390.0% | -100.0% | +490.0% | +386.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling