+298.8%
ROIV vs LH
+102.9%
+196.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.6% | +19.4% | +19.0% |
| 7D | +20.2% | -0.8% | +21.0% | +20.5% |
| 30D | +14.1% | +2.0% | +12.1% | +13.2% |
| 3M | +45.6% | +24.3% | +21.3% | +33.8% |
| 6M | +44.1% | +21.1% | +23.1% | +33.7% |
| YTD | +91.2% | +30.4% | +60.7% | +71.4% |
| 1Y | +221.3% | +18.4% | +202.9% | +198.2% |
| 3Y | +229.2% | +65.5% | +163.7% | +163.3% |
| 5Y | +316.5% | +29.9% | +286.6% | +242.6% |
| All | +298.8% | +102.9% | +196.0% | +226.0% |
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