+235.9%
ROIV vs LSCC
+165.5%
+70.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.0% |
| 7D | +0.6% | +1.3% | -0.7% | +0.3% |
| 30D | +1.0% | -9.7% | +10.6% | +3.2% |
| 3M | +18.3% | -23.7% | +42.0% | +24.4% |
| 6M | +18.3% | +26.5% | -8.2% | +10.0% |
| YTD | +61.0% | +57.5% | +3.5% | +41.1% |
| 1Y | +177.9% | +75.7% | +102.2% | +135.2% |
| 3Y | +199.1% | +19.5% | +179.6% | +162.8% |
| 5Y | +250.7% | +83.8% | +166.9% | +153.5% |
| All | +235.9% | +165.5% | +70.3% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling