+421.4%
ROIV vs LTH
+145.7%
+275.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.0% |
| 7D | +14.3% | +6.4% | +7.9% | +12.8% |
| 30D | +16.2% | +16.7% | -0.5% | +12.4% |
| 3M | +15.1% | +11.7% | +3.4% | +12.1% |
| 6M | +44.2% | +48.5% | -4.3% | +31.4% |
| YTD | +89.8% | +78.4% | +11.4% | +65.0% |
| 1Y | +94.6% | +89.7% | +4.9% | +66.7% |
| 3Y | +367.5% | +245.6% | +121.9% | +241.0% |
| 5Y | +421.4% | +142.7% | +278.7% | +244.3% |
| All | +421.4% | +145.7% | +275.7% | +244.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling