+197.3%
ROIV vs LII
+5.3%
+192.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.2% |
| 7D | +0.6% | -0.7% | +1.4% | +0.8% |
| 30D | +1.0% | -12.6% | +13.6% | +4.1% |
| 3M | +18.3% | -24.4% | +42.7% | +25.2% |
| 6M | +18.3% | -28.7% | +47.0% | +26.5% |
| YTD | +61.0% | -19.1% | +80.1% | +66.1% |
| 1Y | +177.9% | -29.7% | +207.6% | +196.1% |
| All | +197.3% | +5.3% | +192.0% | +191.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling