+79.9%
IVV vs LTH
+184.4%
-104.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.6% |
| 7D | -2.7% | +4.5% | -7.2% | -3.5% |
| 30D | -5.4% | +16.3% | -21.7% | -7.9% |
| 3M | -4.1% | +8.4% | -12.4% | -5.6% |
| 6M | +0.7% | +40.3% | -39.5% | -5.7% |
| YTD | +8.7% | +77.3% | -68.5% | -3.1% |
| 1Y | +11.0% | +88.0% | -77.0% | -2.3% |
| 3Y | +75.4% | +274.3% | -198.8% | +33.8% |
| 5Y | +68.3% | +142.9% | -74.6% | +27.2% |
| All | +79.9% | +184.4% | -104.5% | +36.0% |
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