+383.2%
LVS vs VIVK
-100.0%
+483.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.9% | -1.5% |
| 7D | -2.7% | -7.9% | +5.2% | -2.7% |
| 30D | -4.7% | -42.0% | +37.3% | -4.7% |
| 3M | -15.6% | -92.5% | +76.9% | -15.5% |
| 6M | -18.6% | -98.0% | +79.4% | -18.6% |
| YTD | -32.3% | -97.9% | +65.6% | -32.2% |
| 1Y | -18.0% | -100.0% | +81.9% | -18.0% |
| 3Y | -5.8% | -100.0% | +94.1% | -5.8% |
| 5Y | +5.7% | -100.0% | +105.7% | +5.8% |
| 10Y | 0.0% | -100.0% | +100.0% | +0.4% |
| All | +383.2% | -100.0% | +483.2% | +478.6% |
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