+87.9%
IVV vs LTH
+160.9%
-73.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | -0.6% | +0.8% | +0.2% |
| 30D | +0.1% | -4.6% | +4.7% | +0.8% |
| 3M | +2.0% | +32.8% | -30.8% | -3.4% |
| 6M | +13.0% | +64.6% | -51.6% | +2.4% |
| YTD | +13.6% | +62.6% | -49.0% | +2.9% |
| 1Y | +20.1% | +49.9% | -29.9% | +10.2% |
| 3Y | +77.6% | +151.3% | -73.7% | +45.5% |
| All | +87.9% | +160.9% | -73.0% | +44.5% |
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 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