+28.8%
IVZ vs LTH
+155.3%
-126.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.8% | -8.3% |
| 7D | -6.7% | +5.3% | -12.0% | -8.3% |
| 30D | -10.9% | +18.3% | -29.1% | -15.9% |
| 3M | -14.8% | +5.4% | -20.2% | -16.7% |
| 6M | +2.4% | +62.5% | -60.1% | -14.5% |
| YTD | +5.4% | +79.6% | -74.2% | -15.4% |
| 1Y | +19.6% | +88.1% | -68.6% | -5.7% |
| 3Y | +122.4% | +272.5% | -150.0% | +33.0% |
| 5Y | +28.8% | +146.1% | -117.4% | -21.8% |
| All | +28.8% | +155.3% | -126.6% | -21.8% |
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