+465.2%
ROIV vs LTH
+160.9%
+304.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +0.6% | -0.6% | +1.3% | +0.7% |
| 30D | +1.0% | -4.6% | +5.5% | +1.8% |
| 3M | +18.3% | +32.8% | -14.5% | +11.0% |
| 6M | +18.3% | +64.6% | -46.3% | +5.7% |
| YTD | +61.0% | +62.6% | -1.7% | +44.0% |
| 1Y | +177.9% | +49.9% | +127.9% | +152.2% |
| 3Y | +199.1% | +151.3% | +47.7% | +137.6% |
| All | +465.2% | +160.9% | +304.3% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling