+284.5%
ROIV vs LNT
+66.9%
+217.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.3% |
| 7D | +9.2% | -0.5% | +9.7% | +9.3% |
| 30D | +19.9% | +9.9% | +10.0% | +18.5% |
| 3M | +10.6% | +4.8% | +5.8% | +9.9% |
| 6M | +36.1% | +2.2% | +33.9% | +35.5% |
| YTD | +84.3% | +15.9% | +68.4% | +80.1% |
| 1Y | +87.6% | +10.6% | +77.0% | +84.6% |
| 3Y | +353.9% | +66.1% | +287.8% | +324.5% |
| 5Y | +376.1% | +55.6% | +320.5% | +349.7% |
| All | +284.5% | +66.9% | +217.6% | +267.2% |
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