+280.1%
ROIV vs LSCC
+157.4%
+122.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +0.1% |
| 7D | +1.7% | +7.0% | -5.3% | 0.0% |
| 30D | +17.6% | -2.3% | +19.9% | +17.4% |
| 3M | +9.0% | -12.5% | +21.5% | +10.9% |
| 6M | +35.3% | -10.6% | +45.9% | +35.4% |
| YTD | +82.2% | +52.7% | +29.5% | +58.9% |
| 1Y | +92.3% | +74.0% | +18.3% | +62.2% |
| 3Y | +336.8% | +104.8% | +232.0% | +229.5% |
| 5Y | +370.6% | +36.2% | +334.3% | +240.6% |
| All | +280.1% | +157.4% | +122.7% | +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