+50.0%
LULU vs VIVK
-100.0%
+150.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.4% | +9.5% | +2.2% |
| 7D | -1.6% | -4.4% | +2.7% | -1.6% |
| 30D | -18.1% | -40.8% | +22.7% | -17.7% |
| 3M | -18.8% | -94.1% | +75.4% | -16.9% |
| 6M | -39.2% | -98.2% | +59.0% | -37.4% |
| YTD | -52.4% | -98.0% | +45.6% | -51.3% |
| 1Y | -40.3% | -100.0% | +59.7% | -37.6% |
| 3Y | -75.1% | -100.0% | +24.9% | -74.1% |
| 5Y | -76.7% | -100.0% | +23.3% | -75.8% |
| All | +50.0% | -100.0% | +150.0% | +55.1% |
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 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