+577.2%
ROIV vs LTH
+186.8%
+390.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +21.0% | +17.7% | +3.3% | +17.0% |
| 3M | +18.7% | +8.5% | +10.3% | +16.5% |
| 6M | +44.5% | +46.9% | -2.4% | +32.6% |
| YTD | +92.9% | +78.8% | +14.1% | +68.9% |
| 1Y | +100.2% | +84.9% | +15.3% | +74.0% |
| 3Y | +375.0% | +246.4% | +128.7% | +253.8% |
| 5Y | +435.2% | +129.6% | +305.6% | +250.3% |
| All | +577.2% | +186.8% | +390.4% | +381.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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