+39.4%
IVZ vs LTH
+186.8%
-147.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.8% | +0.3% | -3.0% | -2.9% |
| 30D | -2.2% | +17.7% | -19.9% | -7.4% |
| 3M | -8.1% | +8.5% | -16.6% | -10.8% |
| 6M | +3.8% | +46.9% | -43.2% | -9.7% |
| YTD | +11.5% | +78.8% | -67.3% | -10.1% |
| 1Y | +23.7% | +84.9% | -61.2% | -1.4% |
| 3Y | +145.8% | +246.4% | -100.6% | +52.9% |
| 5Y | +36.1% | +129.6% | -93.4% | -16.7% |
| All | +39.4% | +186.8% | -147.4% | -14.2% |
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