-27.9%
LVS vs ROIV
+280.9%
-308.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.7% |
| 7D | -3.9% | +9.2% | -13.1% | -5.0% |
| 30D | +7.1% | +19.9% | -12.9% | +4.5% |
| 3M | -13.2% | +10.6% | -23.8% | -14.7% |
| 6M | -22.8% | +36.1% | -58.9% | -26.5% |
| YTD | -38.0% | +84.3% | -122.3% | -43.6% |
| 1Y | -39.5% | +87.6% | -127.0% | -45.2% |
| 3Y | -12.2% | +353.9% | -366.1% | -30.1% |
| 5Y | +6.4% | +376.1% | -369.6% | -28.8% |
| All | -27.9% | +280.9% | -308.7% | -50.6% |
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