-7.8%
IEF vs LTH
+150.5%
-158.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -4.0% | +2.7% | -1.2% |
| 30D | -1.7% | -5.3% | +3.5% | -1.6% |
| 3M | -2.5% | +19.0% | -21.5% | -3.0% |
| 6M | -3.3% | +55.8% | -59.0% | -4.4% |
| YTD | -2.8% | +56.1% | -59.0% | -4.0% |
| 1Y | -2.7% | +41.3% | -44.0% | -3.7% |
| 3Y | +8.9% | +156.6% | -147.7% | +5.3% |
| All | -7.8% | +150.5% | -158.2% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling