+41.4%
IBB vs LTH
+186.8%
-145.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.4% | +0.3% | -1.6% | -1.4% |
| 30D | +6.8% | +17.7% | -10.9% | +3.6% |
| 3M | +9.2% | +8.5% | +0.7% | +7.4% |
| 6M | +28.3% | +46.9% | -18.6% | +18.8% |
| YTD | +29.4% | +78.8% | -49.4% | +14.8% |
| 1Y | +33.2% | +84.9% | -51.7% | +17.3% |
| 3Y | +90.2% | +246.4% | -156.2% | +46.5% |
| 5Y | +44.0% | +129.6% | -85.6% | +6.6% |
| All | +41.4% | +186.8% | -145.4% | +6.2% |
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