+411.6%
ROIV vs LH
+62.5%
+349.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.8% |
| 7D | +5.3% | +1.4% | +3.9% | +4.8% |
| 30D | +11.9% | +17.5% | -5.6% | +4.9% |
| 3M | +10.7% | +16.1% | -5.4% | +4.0% |
| 6M | +34.9% | +43.4% | -8.5% | +15.8% |
| YTD | +79.2% | +47.2% | +32.0% | +51.2% |
| 1Y | +89.0% | +50.1% | +38.9% | +57.8% |
| 3Y | +337.3% | +81.2% | +256.2% | +227.6% |
| All | +411.6% | +62.5% | +349.1% | +292.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling