-100.0%
VIVK vs LSCC
+1,333.6%
-1,433.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -2.3% | -20.4% | -22.6% |
| 7D | -56.0% | +5.0% | -61.0% | -56.1% |
| 30D | -92.3% | -11.7% | -80.5% | -92.2% |
| 3M | -98.6% | -13.3% | -85.3% | -98.6% |
| 6M | -99.9% | -12.5% | -87.4% | -99.9% |
| YTD | -100.0% | +51.2% | -151.1% | -100.0% |
| 1Y | -100.0% | +65.9% | -165.9% | -100.0% |
| 3Y | -100.0% | +95.3% | -195.3% | -100.0% |
| 5Y | -100.0% | +38.6% | -138.6% | -100.0% |
| 10Y | -100.0% | +1,352.3% | -1,452.3% | -100.0% |
| All | -100.0% | +1,333.6% | -1,433.6% | -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