+2.5%
LVS vs VIK
+225.3%
-222.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | -4.7% | -18.0% | +13.4% | +0.3% |
| 3M | -15.6% | -5.8% | -9.8% | -15.0% |
| 6M | -18.6% | +17.2% | -35.8% | -24.1% |
| YTD | -32.3% | +19.1% | -51.4% | -37.5% |
| 1Y | -18.0% | +33.6% | -51.7% | -27.7% |
| All | +2.5% | +225.3% | -222.8% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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