-97.7%
VIVK vs LSCC
-16.4%
-81.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | +7.1% | +27.0% | +29.5% |
| 7D | -42.9% | +13.0% | -55.9% | -45.2% |
| 30D | -88.6% | -19.8% | -68.8% | -87.4% |
| 3M | -97.7% | -18.4% | -79.3% | -97.4% |
| All | -97.7% | -16.4% | -81.3% | -97.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling