-20.0%
LMT vs VIVK
-98.0%
+78.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.2% | -2.1% |
| 7D | -1.3% | -7.9% | +6.6% | -1.2% |
| 30D | -12.5% | -42.0% | +29.4% | -11.7% |
| 3M | -0.5% | -92.5% | +92.0% | +1.2% |
| 6M | -20.0% | -98.0% | +78.0% | -19.2% |
| All | -20.0% | -98.0% | +78.0% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling