+375.7%
ROIV vs LTH
+240.3%
+135.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +13.3% | +7.0% | +6.3% | +11.8% |
| 30D | +14.8% | +15.4% | -0.7% | +11.6% |
| 3M | +11.9% | +7.0% | +4.9% | +10.3% |
| 6M | +42.4% | +46.9% | -4.5% | +30.9% |
| YTD | +87.4% | +76.4% | +11.0% | +65.2% |
| 1Y | +97.2% | +83.7% | +13.5% | +72.3% |
| 3Y | +375.7% | +248.9% | +126.8% | +264.2% |
| All | +375.7% | +240.3% | +135.4% | +264.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling