+6,780.7%
LLY vs VIVK
-100.0%
+6,880.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.5% | +8.7% | +1.3% |
| 7D | +6.7% | -57.7% | +64.4% | +6.7% |
| 30D | +19.6% | -87.3% | +106.8% | +19.6% |
| 3M | +19.7% | -98.9% | +118.6% | +19.7% |
| 6M | +42.7% | -100.0% | +142.7% | +42.7% |
| YTD | +35.1% | -100.0% | +135.1% | +35.1% |
| 1Y | +42.2% | -100.0% | +142.2% | +42.1% |
| 3Y | +140.8% | -100.0% | +240.8% | +140.6% |
| 5Y | +480.6% | -100.0% | +580.6% | +480.1% |
| 10Y | +2,061.9% | -100.0% | +2,161.9% | +2,066.8% |
| All | +6,780.7% | -100.0% | +6,880.7% | +6,777.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling