+5.7%
LVS vs ROIV
+319.8%
-314.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -2.7% | +22.3% | -25.0% | -5.4% |
| 30D | -4.7% | +16.9% | -21.5% | -6.9% |
| 3M | -15.6% | +43.9% | -59.5% | -19.9% |
| 6M | -18.6% | +41.6% | -60.2% | -22.9% |
| YTD | -32.3% | +92.7% | -124.9% | -38.7% |
| 1Y | -18.0% | +210.2% | -228.2% | -30.6% |
| 3Y | -5.8% | +231.8% | -237.7% | -22.4% |
| 5Y | +5.7% | +319.8% | -314.0% | -30.9% |
| All | +5.7% | +319.8% | -314.0% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling