-100.0%
VIVK vs LSCC
+4,769.7%
-4,869.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.0% | -14.3% | -12.3% |
| 7D | -1.4% | +1.3% | -2.7% | -1.3% |
| 30D | -43.6% | -9.7% | -33.9% | -43.8% |
| 3M | -95.1% | -23.7% | -71.4% | -95.2% |
| 6M | -98.2% | +26.5% | -124.7% | -98.2% |
| YTD | -97.9% | +57.5% | -155.4% | -97.9% |
| 1Y | -100.0% | +75.7% | -175.7% | -100.0% |
| 3Y | -100.0% | +19.5% | -119.4% | -100.0% |
| 5Y | -100.0% | +83.8% | -183.8% | -100.0% |
| 10Y | -100.0% | +1,772.4% | -1,872.4% | -100.0% |
| All | -100.0% | +4,769.7% | -4,869.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling