-100.0%
VIVK vs LEN
+594.5%
-694.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.8% | +11.5% | +7.8% |
| 7D | +13.1% | -2.9% | +15.9% | +13.2% |
| 30D | -29.7% | -8.9% | -20.8% | -29.4% |
| 3M | -93.0% | -10.9% | -82.1% | -92.9% |
| 6M | -98.0% | -19.7% | -78.3% | -97.9% |
| YTD | -97.8% | -20.6% | -77.2% | -97.7% |
| 1Y | -100.0% | -42.4% | -57.5% | -100.0% |
| 3Y | -100.0% | -26.5% | -73.4% | -100.0% |
| 5Y | -100.0% | -10.9% | -89.1% | -100.0% |
| 10Y | -100.0% | +100.6% | -200.6% | -100.0% |
| All | -100.0% | +594.5% | -694.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling