+291.1%
ROIV vs LNT
+67.8%
+223.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.5% |
| 7D | +13.3% | +0.6% | +12.7% | +13.2% |
| 30D | +14.8% | +12.4% | +2.3% | +13.0% |
| 3M | +11.9% | +6.7% | +5.2% | +11.0% |
| 6M | +42.4% | +3.9% | +38.5% | +41.5% |
| YTD | +87.4% | +16.5% | +70.9% | +83.0% |
| 1Y | +97.2% | +12.5% | +84.7% | +93.6% |
| 3Y | +375.7% | +66.9% | +308.8% | +344.5% |
| 5Y | +379.0% | +56.1% | +323.0% | +352.1% |
| All | +291.1% | +67.8% | +223.3% | +273.2% |
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