-100.0%
VIVK vs LSCC
+81.4%
-181.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | +7.1% | +27.0% | +33.8% |
| 7D | -42.9% | +13.0% | -55.9% | -43.0% |
| 30D | -88.6% | -19.8% | -68.8% | -88.6% |
| 3M | -97.7% | -18.4% | -79.3% | -97.7% |
| 6M | -99.9% | -16.1% | -83.8% | -99.9% |
| YTD | -99.9% | +42.7% | -142.6% | -99.9% |
| 1Y | -100.0% | +68.0% | -168.0% | -100.0% |
| 3Y | -100.0% | +85.8% | -185.8% | -100.0% |
| All | -100.0% | +81.4% | -181.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling