+26.1%
IGV vs LTH
+156.3%
-130.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.4% |
| 7D | -3.3% | +1.5% | -4.8% | -3.7% |
| 30D | 0.0% | -3.1% | +3.0% | +0.6% |
| 3M | +7.3% | +28.1% | -20.8% | +0.5% |
| 6M | +16.7% | +67.4% | -50.7% | +0.7% |
| YTD | -2.8% | +59.8% | -62.6% | -15.3% |
| 1Y | -6.7% | +45.6% | -52.3% | -16.8% |
| 3Y | +41.1% | +162.0% | -120.9% | +4.3% |
| All | +26.1% | +156.3% | -130.2% | -13.2% |
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