+341.9%
ROIV vs LEN
-25.9%
+367.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.3% | -3.8% |
| 7D | +9.2% | -8.7% | +17.9% | +11.0% |
| 30D | +19.9% | +11.6% | +8.4% | +17.1% |
| 3M | +10.6% | -1.3% | +11.9% | +10.2% |
| 6M | +36.1% | -1.4% | +37.5% | +35.2% |
| YTD | +84.3% | -16.9% | +101.2% | +88.2% |
| 1Y | +87.6% | -31.2% | +118.7% | +100.5% |
| All | +341.9% | -25.9% | +367.8% | +304.9% |
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