-100.0%
VIVK vs LH
+479.3%
-579.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +7.6% |
| 7D | +13.1% | -0.8% | +13.9% | +13.0% |
| 30D | -29.7% | +2.0% | -31.7% | -29.6% |
| 3M | -93.0% | +24.3% | -117.2% | -92.9% |
| 6M | -98.0% | +21.1% | -119.0% | -98.0% |
| YTD | -97.8% | +30.4% | -128.2% | -97.7% |
| 1Y | -100.0% | +18.4% | -118.3% | -100.0% |
| 3Y | -100.0% | +65.5% | -165.4% | -100.0% |
| 5Y | -100.0% | +29.9% | -129.9% | -100.0% |
| 10Y | -100.0% | +186.6% | -286.6% | -100.0% |
| All | -100.0% | +479.3% | -579.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling