+40.8%
IVZ vs LTH
+183.0%
-142.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.2% | +6.9% |
| 7D | +4.1% | +7.0% | -2.9% | +1.8% |
| 30D | -2.0% | +15.4% | -17.5% | -6.7% |
| 3M | -7.8% | +7.0% | -14.9% | -10.2% |
| 6M | +6.3% | +46.9% | -40.5% | -7.5% |
| YTD | +12.6% | +76.4% | -63.9% | -8.8% |
| 1Y | +27.6% | +83.7% | -56.1% | +1.9% |
| 3Y | +154.0% | +248.9% | -94.9% | +57.6% |
| 5Y | +37.3% | +141.8% | -104.5% | -15.6% |
| All | +40.8% | +183.0% | -142.2% | -12.9% |
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