+9.8%
IQV vs LTH
+160.9%
-151.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | +13.4% | -4.6% | +18.0% | +14.7% |
| 3M | +43.3% | +32.8% | +10.5% | +32.8% |
| 6M | +50.5% | +64.6% | -14.1% | +30.8% |
| YTD | +18.8% | +62.6% | -43.8% | +3.7% |
| 1Y | +45.5% | +49.9% | -4.5% | +29.3% |
| 3Y | +19.4% | +151.3% | -132.0% | -9.3% |
| All | +9.8% | +160.9% | -151.1% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling