+273.8%
ROIV vs LNT
+66.0%
+207.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.3% |
| 7D | +5.3% | +1.4% | +3.9% | +5.1% |
| 30D | +11.9% | +12.3% | -0.4% | +10.2% |
| 3M | +10.7% | +5.3% | +5.4% | +9.9% |
| 6M | +34.9% | +2.0% | +32.9% | +34.3% |
| YTD | +79.2% | +15.3% | +63.9% | +75.2% |
| 1Y | +89.0% | +12.3% | +76.7% | +85.6% |
| 3Y | +337.3% | +59.1% | +278.3% | +310.3% |
| 5Y | +402.3% | +51.7% | +350.6% | +374.0% |
| All | +273.8% | +66.0% | +207.8% | +257.2% |
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 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