-100.0%
VIVK vs LII
+25.8%
-125.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.0% | +7.7% |
| 7D | +13.1% | +2.1% | +10.9% | +12.8% |
| 30D | -29.7% | -12.4% | -17.3% | -29.1% |
| 3M | -93.0% | -24.8% | -68.2% | -92.9% |
| 6M | -98.0% | -25.2% | -72.8% | -97.9% |
| YTD | -97.8% | -20.3% | -77.5% | -97.7% |
| 1Y | -100.0% | -32.9% | -67.0% | -100.0% |
| 3Y | -100.0% | +2.0% | -102.0% | -100.0% |
| 5Y | -100.0% | +24.4% | -124.4% | -100.0% |
| All | -100.0% | +25.8% | -125.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling