+291.1%
ROIV vs LEN
+38.0%
+253.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.4% | +3.7% |
| 7D | +13.3% | +0.6% | +12.7% | +13.0% |
| 30D | +14.8% | +19.4% | -4.7% | +8.6% |
| 3M | +11.9% | +4.5% | +7.4% | +9.4% |
| 6M | +42.4% | +4.9% | +37.5% | +38.5% |
| YTD | +87.4% | -8.9% | +96.3% | +88.4% |
| 1Y | +97.2% | -23.0% | +120.2% | +108.8% |
| 3Y | +375.7% | -16.7% | +392.4% | +368.7% |
| 5Y | +379.0% | -4.5% | +383.5% | +306.4% |
| All | +291.1% | +38.0% | +253.1% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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