+273.8%
ROIV vs LII
+32.4%
+241.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.1% | +6.6% |
| 7D | +5.3% | -0.6% | +6.0% | +5.5% |
| 30D | +11.9% | -4.6% | +16.5% | +12.8% |
| 3M | +10.7% | -21.2% | +31.9% | +16.3% |
| 6M | +34.9% | -36.4% | +71.3% | +47.7% |
| YTD | +79.2% | -28.9% | +108.1% | +89.9% |
| 1Y | +89.0% | -29.5% | +118.5% | +100.5% |
| 3Y | +337.3% | -8.6% | +345.9% | +330.8% |
| 5Y | +402.3% | +20.2% | +382.1% | +299.6% |
| All | +273.8% | +32.4% | +241.5% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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