+337.3%
ROIV vs LEN
-18.1%
+355.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +6.8% |
| 7D | +5.3% | +2.1% | +3.3% | +4.8% |
| 30D | +11.9% | +16.6% | -4.7% | +8.3% |
| 3M | +10.7% | +5.3% | +5.4% | +8.9% |
| 6M | +34.9% | -0.8% | +35.7% | +34.1% |
| YTD | +79.2% | -11.7% | +90.9% | +81.0% |
| 1Y | +89.0% | -24.6% | +113.6% | +98.3% |
| 3Y | +337.3% | -18.7% | +356.0% | +262.8% |
| All | +337.3% | -18.1% | +355.4% | +262.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling