-100.0%
VIVK vs LEN
-37.1%
-62.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.0% | -11.3% | -12.0% |
| 7D | -1.4% | -3.2% | +1.8% | -0.3% |
| 30D | -43.6% | -4.9% | -38.7% | -42.9% |
| 3M | -95.1% | -8.5% | -86.6% | -94.9% |
| 6M | -98.2% | -20.7% | -77.5% | -97.9% |
| YTD | -97.9% | -17.4% | -80.5% | -97.3% |
| 1Y | -100.0% | -38.2% | -61.7% | -100.0% |
| All | -100.0% | -37.1% | -62.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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