-100.0%
VIVK vs LSCC
+27.3%
-127.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.4% | +6.3% | +7.7% |
| 7D | +13.1% | +5.2% | +7.8% | +13.1% |
| 30D | -29.7% | -9.6% | -20.0% | -29.8% |
| 3M | -93.0% | -17.8% | -75.2% | -93.0% |
| 6M | -98.0% | +37.4% | -135.4% | -98.0% |
| YTD | -97.8% | +59.7% | -157.4% | -97.8% |
| 1Y | -100.0% | +76.2% | -176.2% | -100.0% |
| 3Y | -100.0% | +28.2% | -128.2% | -100.0% |
| All | -100.0% | +27.3% | -127.2% | -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