+298.8%
ROIV vs LNT
+55.5%
+243.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.9% | +17.8% | +18.6% |
| 7D | +20.2% | +1.0% | +19.1% | +20.0% |
| 30D | +14.1% | -1.1% | +15.2% | +14.3% |
| 3M | +45.6% | -3.6% | +49.2% | +46.1% |
| 6M | +44.1% | -2.7% | +46.8% | +44.3% |
| YTD | +91.2% | +8.0% | +83.1% | +88.5% |
| 1Y | +221.3% | +10.5% | +210.9% | +215.9% |
| 3Y | +229.2% | +49.6% | +179.6% | +210.9% |
| 5Y | +316.5% | +32.2% | +284.2% | +298.4% |
| All | +298.8% | +55.5% | +243.3% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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