+31.9%
IVZ vs LTH
+184.4%
-152.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -2.4% | +4.5% | -6.9% | -3.9% |
| 30D | -11.2% | +16.3% | -27.6% | -15.7% |
| 3M | -14.0% | +8.4% | -22.3% | -16.5% |
| 6M | +0.5% | +40.3% | -39.8% | -11.2% |
| YTD | +5.4% | +77.3% | -71.8% | -14.7% |
| 1Y | +19.5% | +88.0% | -68.5% | -5.3% |
| 3Y | +128.7% | +274.3% | -145.6% | +38.2% |
| 5Y | +28.8% | +142.9% | -114.1% | -20.9% |
| All | +31.9% | +184.4% | -152.5% | -18.6% |
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 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