+6.5%
IQV vs LTH
+120.9%
-114.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -0.1% |
| 7D | +2.4% | -4.6% | +7.0% | +3.6% |
| 30D | +4.0% | +14.8% | -10.8% | -0.1% |
| 3M | +12.2% | +3.9% | +8.2% | +10.5% |
| 6M | +54.9% | +35.5% | +19.4% | +41.7% |
| YTD | +20.3% | +71.3% | -51.1% | +2.7% |
| 1Y | +22.7% | +75.7% | -53.0% | +4.0% |
| 3Y | +38.3% | +231.9% | -193.6% | -2.9% |
| 5Y | +6.5% | +130.5% | -124.0% | -28.8% |
| All | +6.5% | +120.9% | -114.4% | -28.8% |
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 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