-100.0%
VIVK vs LNT
+46.9%
-146.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -4.4% | -1.0% | -3.3% | -3.8% |
| 30D | -40.8% | -4.2% | -36.6% | -39.5% |
| 3M | -94.1% | -6.7% | -87.5% | -93.9% |
| 6M | -98.2% | -3.6% | -94.6% | -98.2% |
| YTD | -98.0% | +5.9% | -103.9% | -98.1% |
| 1Y | -100.0% | +7.3% | -107.2% | -100.0% |
| 3Y | -100.0% | +46.5% | -146.5% | -100.0% |
| All | -100.0% | +46.9% | -146.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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