+25.9%
LMT vs VIVK
-100.0%
+125.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -27.5% | +20.6% | -6.4% |
| 7D | -5.5% | -68.7% | +63.2% | -4.0% |
| 30D | +17.5% | -90.0% | +107.5% | +20.6% |
| 3M | +1.6% | -98.1% | +99.6% | +6.3% |
| 6M | +16.3% | -99.9% | +116.2% | +23.1% |
| YTD | +25.3% | -99.9% | +125.2% | +32.0% |
| 1Y | +25.9% | -100.0% | +125.9% | +21.8% |
| All | +25.9% | -100.0% | +125.9% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling