+472.7%
LLY vs VIVK
-100.0%
+572.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.3% | +14.7% | +0.4% |
| 7D | +1.4% | -48.0% | +49.4% | +1.5% |
| 30D | +21.5% | -88.4% | +110.0% | +22.2% |
| 3M | +18.5% | -98.7% | +117.2% | +20.0% |
| 6M | +49.1% | -100.0% | +149.1% | +51.7% |
| YTD | +34.4% | -100.0% | +134.3% | +36.3% |
| 1Y | +46.3% | -100.0% | +146.3% | +49.1% |
| 3Y | +145.5% | -100.0% | +245.5% | +149.4% |
| 5Y | +472.7% | -100.0% | +572.7% | +445.5% |
| All | +472.7% | -100.0% | +572.7% | +445.5% |
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