-17.7%
LVS vs ROIV
+177.7%
-195.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.5% |
| 30D | -3.2% | +1.0% | -4.2% | -3.5% |
| 3M | -12.0% | +18.3% | -30.3% | -13.7% |
| 6M | -19.9% | +18.3% | -38.2% | -21.7% |
| YTD | -30.6% | +61.0% | -91.6% | -33.9% |
| 1Y | -17.7% | +177.9% | -195.6% | -30.0% |
| All | -17.7% | +177.7% | -195.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling