+61.0%
IVZ vs LTH
+160.9%
-99.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.6% | -0.6% | +1.3% | +0.8% |
| 30D | +4.0% | -4.6% | +8.6% | +5.4% |
| 3M | +18.2% | +32.8% | -14.6% | +6.6% |
| 6M | +32.8% | +64.6% | -31.8% | +10.5% |
| YTD | +28.7% | +62.6% | -33.9% | +7.4% |
| 1Y | +55.4% | +49.9% | +5.4% | +32.8% |
| 3Y | +135.2% | +151.3% | -16.1% | +62.3% |
| All | +61.0% | +160.9% | -99.9% | +2.5% |
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