-100.0%
VIVK vs LTH
+180.7%
-280.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.2% | -9.6% | -7.8% |
| 7D | -57.7% | -1.3% | -56.4% | -57.6% |
| 30D | -87.3% | +15.7% | -102.9% | -87.6% |
| 3M | -98.9% | +5.0% | -103.9% | -98.9% |
| 6M | -100.0% | +37.7% | -137.6% | -100.0% |
| YTD | -100.0% | +75.0% | -175.0% | -100.0% |
| 1Y | -100.0% | +82.6% | -182.6% | -100.0% |
| 3Y | -100.0% | +241.3% | -341.3% | -100.0% |
| 5Y | -100.0% | +135.4% | -235.4% | -100.0% |
| All | -100.0% | +180.7% | -280.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling