+298.8%
ROIV vs LEN
+20.3%
+278.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.8% | +22.6% | +19.9% |
| 7D | +20.2% | -2.9% | +23.0% | +20.9% |
| 30D | +14.1% | -8.9% | +23.0% | +16.9% |
| 3M | +45.6% | -10.9% | +56.5% | +49.6% |
| 6M | +44.1% | -19.7% | +63.8% | +52.5% |
| YTD | +91.2% | -20.6% | +111.7% | +101.4% |
| 1Y | +221.3% | -42.4% | +263.7% | +274.7% |
| 3Y | +229.2% | -26.5% | +255.8% | +237.8% |
| 5Y | +316.5% | -10.9% | +327.4% | +269.5% |
| All | +298.8% | +20.3% | +278.5% | +250.2% |
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