-100.0%
VIVK vs LII
-28.2%
-71.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.2% | -13.5% | -12.5% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -43.6% | -12.6% | -31.0% | -42.8% |
| 3M | -95.1% | -24.4% | -70.7% | -95.1% |
| 6M | -98.2% | -28.7% | -69.5% | -98.1% |
| YTD | -97.9% | -19.1% | -78.8% | -97.9% |
| 1Y | -100.0% | -29.7% | -70.3% | -100.0% |
| All | -100.0% | -28.2% | -71.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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