+2.4%
IVZ vs LTH
+77.0%
-74.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.8% | -8.1% |
| 7D | -6.7% | +5.3% | -12.0% | -7.4% |
| 30D | -10.9% | +18.3% | -29.1% | -12.5% |
| 3M | -14.8% | +5.4% | -20.2% | -15.6% |
| 6M | +2.4% | +62.5% | -60.1% | -7.2% |
| All | +2.4% | +77.0% | -74.6% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling