-2.0%
IEF vs LTH
+84.0%
-86.0%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | +0.3% |
| 7D | +0.9% | +9.9% | -9.0% | +0.5% |
| 30D | +3.1% | +18.3% | -15.2% | +2.4% |
| 3M | -1.4% | +5.9% | -7.3% | -1.6% |
| 6M | -1.6% | +80.3% | -81.9% | -3.9% |
| YTD | -2.1% | +78.3% | -80.4% | -4.8% |
| 1Y | -2.0% | +81.0% | -83.0% | -4.8% |
| All | -2.0% | +84.0% | -86.0% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling