-17.7%
LVS vs VIVK
-100.0%
+82.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.3% | +12.0% | -0.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | -3.2% | -43.6% | +40.4% | -3.1% |
| 3M | -12.0% | -95.1% | +83.2% | -11.0% |
| 6M | -19.9% | -98.2% | +78.3% | -18.7% |
| YTD | -30.6% | -97.9% | +67.3% | -29.9% |
| 1Y | -17.7% | -100.0% | +82.2% | -18.3% |
| All | -17.7% | -100.0% | +82.2% | -18.3% |
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