-31.8%
LVS vs ROIV
+97.8%
-129.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.1% | +0.4% | +6.2% |
| 7D | +13.4% | +3.0% | +10.4% | +13.2% |
| 30D | +12.2% | +6.8% | +5.3% | +11.8% |
| 3M | -10.7% | +10.5% | -21.3% | -11.3% |
| 6M | -19.8% | +34.8% | -54.6% | -21.8% |
| YTD | -35.8% | +76.2% | -112.0% | -38.2% |
| 1Y | -31.8% | +92.4% | -124.2% | -34.6% |
| All | -31.8% | +97.8% | -129.6% | -34.6% |
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