+311.9%
ROIV vs LII
-6.9%
+318.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -3.5% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +3.1% | -4.6% | +7.7% | +4.0% |
| 3M | +5.8% | -21.7% | +27.5% | +11.9% |
| 6M | +29.3% | -32.8% | +62.1% | +40.8% |
| YTD | +68.8% | -27.5% | +96.3% | +78.4% |
| 1Y | +81.0% | -28.0% | +109.0% | +91.5% |
| All | +311.9% | -6.9% | +318.8% | +246.1% |
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