+3,549.0%
LRCX vs VIVK
-100.0%
+3,649.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.1% |
| 7D | -3.1% | -4.4% | +1.3% | -3.1% |
| 30D | -8.6% | -40.8% | +32.3% | -8.4% |
| 3M | -17.7% | -94.1% | +76.5% | -17.1% |
| 6M | +36.4% | -98.2% | +134.5% | +37.6% |
| YTD | +74.5% | -98.0% | +172.6% | +75.3% |
| 1Y | +159.4% | -100.0% | +259.4% | +166.0% |
| 3Y | +361.6% | -100.0% | +461.6% | +370.0% |
| 5Y | +425.2% | -100.0% | +525.2% | +435.4% |
| All | +3,549.0% | -100.0% | +3,649.0% | +3,418.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling