+284.5%
ROIV vs LH
+132.5%
+152.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.5% |
| 7D | +9.2% | +2.5% | +6.7% | +8.2% |
| 30D | +19.9% | +18.7% | +1.2% | +12.6% |
| 3M | +10.6% | +15.3% | -4.8% | +4.7% |
| 6M | +36.1% | +45.4% | -9.3% | +17.9% |
| YTD | +84.3% | +49.5% | +34.8% | +57.0% |
| 1Y | +87.6% | +41.4% | +46.2% | +63.3% |
| 3Y | +353.9% | +87.6% | +266.3% | +246.8% |
| 5Y | +376.1% | +53.8% | +322.3% | +272.4% |
| All | +284.5% | +132.5% | +152.0% | +198.7% |
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