-100.0%
VIVK vs LSCC
+1,833.8%
-1,933.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.7% | -4.6% | -6.3% |
| 7D | -7.9% | +1.4% | -9.3% | -7.9% |
| 30D | -42.0% | -10.0% | -31.9% | -41.7% |
| 3M | -92.5% | -16.1% | -76.4% | -92.5% |
| 6M | -98.0% | +27.4% | -125.4% | -98.0% |
| YTD | -97.9% | +56.9% | -154.8% | -98.0% |
| 1Y | -100.0% | +74.6% | -174.5% | -100.0% |
| 3Y | -100.0% | +26.0% | -125.9% | -100.0% |
| 5Y | -100.0% | +86.1% | -186.1% | -100.0% |
| 10Y | -100.0% | +1,830.6% | -1,930.6% | -100.0% |
| All | -100.0% | +1,833.8% | -1,933.8% | -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