-100.0%
VIVK vs LNT
+845.5%
-945.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.1% | -5.2% | -6.0% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -42.0% | -0.5% | -41.4% | -41.9% |
| 3M | -92.5% | -5.5% | -87.0% | -92.4% |
| 6M | -98.0% | -3.8% | -94.2% | -98.0% |
| YTD | -97.9% | +6.8% | -104.7% | -97.9% |
| 1Y | -100.0% | +9.3% | -109.3% | -100.0% |
| 3Y | -100.0% | +47.9% | -147.9% | -100.0% |
| 5Y | -100.0% | +31.6% | -131.6% | -100.0% |
| 10Y | -100.0% | +150.1% | -250.1% | -100.0% |
| All | -100.0% | +845.5% | -945.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling