-100.0%
VIVK vs LTH
+150.3%
-250.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.5% |
| 7D | -9.5% | -3.7% | -5.7% | -9.0% |
| 30D | -35.1% | -5.3% | -29.8% | -34.6% |
| 3M | -93.4% | +24.2% | -117.6% | -93.6% |
| 6M | -98.0% | +54.8% | -152.8% | -98.1% |
| YTD | -97.9% | +56.1% | -153.9% | -98.0% |
| 1Y | -100.0% | +45.5% | -145.5% | -100.0% |
| 3Y | -100.0% | +155.9% | -255.9% | -100.0% |
| All | -100.0% | +150.3% | -250.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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