+291.1%
ROIV vs LH
+132.2%
+158.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.1% |
| 7D | +13.3% | +4.6% | +8.8% | +11.6% |
| 30D | +14.8% | +19.1% | -4.4% | +7.6% |
| 3M | +11.9% | +16.7% | -4.8% | +5.5% |
| 6M | +42.4% | +47.0% | -4.6% | +22.8% |
| YTD | +87.4% | +49.3% | +38.1% | +59.8% |
| 1Y | +97.2% | +48.6% | +48.6% | +68.2% |
| 3Y | +375.7% | +87.8% | +287.8% | +263.3% |
| 5Y | +379.0% | +65.0% | +314.0% | +273.0% |
| All | +291.1% | +132.2% | +158.8% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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