-100.0%
VIVK vs LSCC
+1,351.6%
-1,451.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.5% | -2.0% | -7.2% |
| 7D | -57.7% | +7.0% | -64.7% | -57.9% |
| 30D | -87.3% | -2.3% | -85.0% | -87.3% |
| 3M | -98.9% | -12.5% | -86.4% | -98.9% |
| 6M | -100.0% | -10.6% | -89.4% | -100.0% |
| YTD | -100.0% | +52.7% | -152.7% | -100.0% |
| 1Y | -100.0% | +74.0% | -174.0% | -100.0% |
| 3Y | -100.0% | +104.8% | -204.8% | -100.0% |
| 5Y | -100.0% | +36.2% | -136.2% | -100.0% |
| All | -100.0% | +1,351.6% | -1,451.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling