+273.8%
ROIV vs LSCC
+140.6%
+133.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.1% | -1.0% | +4.6% |
| 7D | +5.3% | +13.0% | -7.6% | +2.4% |
| 30D | +11.9% | -19.8% | +31.7% | +16.9% |
| 3M | +10.7% | -18.4% | +29.1% | +14.6% |
| 6M | +34.9% | -16.1% | +51.0% | +37.1% |
| YTD | +79.2% | +42.7% | +36.4% | +58.9% |
| 1Y | +89.0% | +68.0% | +21.0% | +60.9% |
| 3Y | +337.3% | +85.8% | +251.5% | +237.9% |
| 5Y | +402.3% | +28.0% | +374.3% | +269.4% |
| All | +273.8% | +140.6% | +133.3% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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