-100.0%
VIVK vs LII
-33.3%
-66.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.4% | -3.9% | -6.0% |
| 7D | -7.9% | +0.5% | -8.4% | -8.0% |
| 30D | -42.0% | -11.2% | -30.7% | -41.2% |
| 3M | -92.5% | -28.8% | -63.7% | -92.3% |
| 6M | -98.0% | -26.9% | -71.1% | -98.0% |
| YTD | -97.9% | -22.2% | -75.7% | -97.9% |
| 1Y | -100.0% | -32.0% | -68.0% | -100.0% |
| All | -100.0% | -33.3% | -66.6% | -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