+73.0%
LMT vs VIVK
-100.0%
+173.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | -1.0% |
| 7D | -0.2% | -4.4% | +4.2% | -0.2% |
| 30D | -13.1% | -40.8% | +27.7% | -12.7% |
| 3M | -3.9% | -94.1% | +90.3% | -2.2% |
| 6M | -18.3% | -98.2% | +79.9% | -16.6% |
| YTD | +10.3% | -98.0% | +108.4% | +12.1% |
| 1Y | +14.2% | -100.0% | +114.2% | +18.4% |
| 3Y | +35.0% | -100.0% | +135.0% | +39.4% |
| All | +73.0% | -100.0% | +173.0% | +81.6% |
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