+235.9%
ROIV vs LNT
+54.1%
+181.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +1.0% | -3.2% | +4.1% | +1.3% |
| 3M | +18.3% | -4.1% | +22.4% | +18.8% |
| 6M | +18.3% | -4.6% | +22.9% | +18.8% |
| YTD | +61.0% | +7.0% | +54.0% | +58.9% |
| 1Y | +177.9% | +8.3% | +169.6% | +173.9% |
| 3Y | +199.1% | +51.0% | +148.1% | +182.3% |
| 5Y | +250.7% | +30.2% | +220.5% | +235.8% |
| All | +235.9% | +54.1% | +181.8% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling