+12,046.2%
LRCX vs VIVK
-100.0%
+12,146.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -1.4% |
| 7D | +9.5% | -7.9% | +17.4% | +9.5% |
| 30D | +3.1% | -42.0% | +45.0% | +3.1% |
| 3M | -3.4% | -92.5% | +89.1% | -3.3% |
| 6M | +49.7% | -98.0% | +147.7% | +49.9% |
| YTD | +84.9% | -97.9% | +182.8% | +85.0% |
| 1Y | +200.8% | -100.0% | +300.8% | +201.8% |
| 3Y | +385.1% | -100.0% | +485.0% | +386.2% |
| 5Y | +460.5% | -100.0% | +560.5% | +461.9% |
| 10Y | +3,866.3% | -100.0% | +3,966.3% | +3,863.9% |
| All | +12,046.2% | -100.0% | +12,146.2% | +12,367.2% |
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 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