-26.3%
LVS vs ROIV
+287.3%
-313.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.9% |
| 7D | +5.2% | +13.3% | -8.1% | +3.5% |
| 30D | +12.0% | +14.8% | -2.8% | +9.9% |
| 3M | -11.5% | +11.9% | -23.4% | -13.2% |
| 6M | -23.2% | +42.4% | -65.6% | -27.4% |
| YTD | -36.7% | +87.4% | -124.1% | -42.5% |
| 1Y | -36.8% | +97.2% | -134.0% | -43.1% |
| 3Y | -10.5% | +375.7% | -386.2% | -29.2% |
| 5Y | +5.1% | +379.0% | -373.9% | -29.8% |
| All | -26.3% | +287.3% | -313.6% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling