+19.3%
IQV vs LTH
+155.4%
-136.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -2.6% | -4.0% | +1.4% | -1.4% |
| 30D | +6.2% | -1.7% | +7.9% | +6.6% |
| 3M | +38.0% | +28.0% | +10.0% | +28.6% |
| 6M | +43.9% | +54.1% | -10.1% | +25.9% |
| YTD | +14.0% | +57.1% | -43.1% | -0.7% |
| 1Y | +35.5% | +45.8% | -10.3% | +20.2% |
| All | +19.3% | +155.4% | -136.0% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling