-100.0%
VIVK vs LTH
+152.0%
-252.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.7% | -4.6% | -6.1% |
| 7D | -7.9% | -4.0% | -3.9% | -7.4% |
| 30D | -42.0% | -1.7% | -40.3% | -41.8% |
| 3M | -92.5% | +28.0% | -120.5% | -92.8% |
| 6M | -98.0% | +54.1% | -152.1% | -98.2% |
| YTD | -97.9% | +57.1% | -155.0% | -98.1% |
| 1Y | -100.0% | +45.8% | -145.7% | -100.0% |
| 3Y | -100.0% | +157.6% | -257.5% | -100.0% |
| All | -100.0% | +152.0% | -252.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling