+1,187.2%
LOW vs VIVK
-100.0%
+1,287.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.4% | -1.8% |
| 7D | +0.4% | +13.1% | -12.7% | +0.4% |
| 30D | -10.1% | -29.7% | +19.6% | -10.1% |
| 3M | -2.9% | -93.0% | +90.1% | -2.7% |
| 6M | -19.4% | -98.0% | +78.6% | -19.2% |
| YTD | -15.4% | -97.8% | +82.3% | -15.3% |
| 1Y | -24.9% | -100.0% | +75.0% | -24.6% |
| 3Y | -7.8% | -100.0% | +92.2% | -7.5% |
| 5Y | +8.4% | -100.0% | +108.4% | +8.8% |
| 10Y | +226.8% | -100.0% | +326.8% | +227.1% |
| All | +1,187.2% | -100.0% | +1,287.2% | +1,193.1% |
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