-31.8%
LVS vs VIVK
-100.0%
+68.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -27.5% | +33.9% | +6.4% |
| 7D | +13.4% | -68.7% | +82.1% | +13.3% |
| 30D | +12.2% | -90.0% | +102.2% | +12.6% |
| 3M | -10.7% | -98.1% | +87.3% | -10.1% |
| 6M | -19.8% | -99.9% | +80.1% | -18.3% |
| YTD | -35.8% | -99.9% | +64.1% | -34.7% |
| 1Y | -31.8% | -100.0% | +68.2% | -23.7% |
| All | -31.8% | -100.0% | +68.2% | -23.7% |
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