+389.2%
ROIV vs LEN
-13.2%
+402.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.7% | -5.8% | +7.5% | +3.6% |
| 30D | +17.6% | +13.7% | +3.9% | +12.0% |
| 3M | +9.0% | -3.9% | +12.8% | +9.1% |
| 6M | +35.3% | -0.4% | +35.7% | +32.9% |
| YTD | +82.2% | -16.8% | +99.0% | +88.7% |
| 1Y | +92.3% | -29.5% | +121.8% | +111.7% |
| 3Y | +336.8% | -25.6% | +362.4% | +336.1% |
| All | +389.2% | -13.2% | +402.5% | +287.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling