-100.0%
VIVK vs LEN
+108.0%
-208.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.2% | -9.6% | -7.5% |
| 7D | -4.4% | -4.8% | +0.4% | -4.2% |
| 30D | -40.8% | -6.6% | -34.2% | -40.7% |
| 3M | -94.1% | -15.7% | -78.5% | -94.1% |
| 6M | -98.2% | -16.6% | -81.6% | -98.2% |
| YTD | -98.0% | -21.3% | -76.7% | -98.0% |
| 1Y | -100.0% | -42.0% | -57.9% | -100.0% |
| 3Y | -100.0% | -27.9% | -72.1% | -100.0% |
| 5Y | -100.0% | -10.7% | -89.3% | -100.0% |
| All | -100.0% | +108.0% | -208.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling