+291.1%
ROIV vs LSCC
+160.9%
+130.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.4% | -3.8% | +2.7% |
| 7D | +13.3% | +19.3% | -6.0% | +8.8% |
| 30D | +14.8% | -9.6% | +24.4% | +16.7% |
| 3M | +11.9% | -12.4% | +24.3% | +14.0% |
| 6M | +42.4% | -10.5% | +52.9% | +42.6% |
| YTD | +87.4% | +54.8% | +32.6% | +63.2% |
| 1Y | +97.2% | +79.4% | +17.9% | +65.5% |
| 3Y | +375.7% | +109.6% | +266.1% | +257.1% |
| 5Y | +379.0% | +40.4% | +338.7% | +246.0% |
| All | +291.1% | +160.9% | +130.1% | +173.3% |
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