+42.8%
LRCX vs VIVK
-100.0%
+142.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -27.5% | +23.4% | -4.2% |
| 7D | -12.8% | -68.7% | +55.9% | -13.6% |
| 30D | -36.0% | -90.0% | +54.1% | -37.2% |
| 3M | -30.2% | -98.1% | +67.8% | -33.0% |
| 6M | -14.2% | -99.9% | +85.7% | -20.6% |
| YTD | +29.7% | -99.9% | +129.7% | +22.0% |
| 1Y | +42.8% | -100.0% | +142.8% | +41.3% |
| All | +42.8% | -100.0% | +142.8% | +41.3% |
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 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