+336.8%
ROIV vs LTH
+241.8%
+95.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.6% |
| 7D | +1.7% | -1.3% | +2.9% | +1.9% |
| 30D | +17.6% | +15.7% | +1.9% | +14.3% |
| 3M | +9.0% | +5.0% | +4.0% | +7.8% |
| 6M | +35.3% | +37.7% | -2.4% | +26.1% |
| YTD | +82.2% | +75.0% | +7.1% | +60.9% |
| 1Y | +92.3% | +82.6% | +9.6% | +68.3% |
| 3Y | +336.8% | +241.3% | +95.5% | +237.1% |
| All | +336.8% | +241.8% | +95.0% | +237.1% |
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