-100.0%
VIVK vs LH
+56.3%
-156.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.8% | +4.4% |
| 7D | -9.5% | -7.4% | -2.1% | -6.3% |
| 30D | -35.1% | -4.6% | -30.5% | -33.7% |
| 3M | -93.4% | +14.5% | -107.9% | -93.9% |
| 6M | -98.0% | +14.8% | -112.8% | -98.2% |
| YTD | -97.9% | +23.3% | -121.1% | -98.1% |
| 1Y | -100.0% | +13.6% | -113.6% | -100.0% |
| All | -100.0% | +56.3% | -156.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 3y: compounded portfolio wealth divided by compounded LH 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…
3y analysis · Full analysis span regression · 6 months rolling