+25.1%
IGV vs LTH
+152.0%
-126.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -1.5% | -4.0% | +2.5% | -0.6% |
| 30D | -3.0% | -1.7% | -1.4% | -2.8% |
| 3M | +9.6% | +28.0% | -18.4% | +2.6% |
| 6M | +16.1% | +54.1% | -37.9% | +2.5% |
| YTD | -3.6% | +57.1% | -60.7% | -15.6% |
| 1Y | -7.8% | +45.8% | -53.6% | -17.9% |
| 3Y | +40.0% | +157.6% | -117.6% | +3.9% |
| All | +25.1% | +152.0% | -126.8% | -13.5% |
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