+235.9%
ROIV vs LH
+104.2%
+131.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.0% |
| 7D | +0.6% | -2.5% | +3.1% | +1.5% |
| 30D | +1.0% | +4.3% | -3.4% | -0.7% |
| 3M | +18.3% | +25.5% | -7.2% | +8.3% |
| 6M | +18.3% | +17.0% | +1.4% | +11.2% |
| YTD | +61.0% | +31.3% | +29.7% | +44.1% |
| 1Y | +177.9% | +20.0% | +157.9% | +156.7% |
| 3Y | +199.1% | +63.9% | +135.2% | +140.2% |
| 5Y | +250.7% | +30.9% | +219.8% | +188.0% |
| All | +235.9% | +104.2% | +131.7% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling