+37.2%
IBB vs LTH
+142.9%
-105.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.0% |
| 7D | -1.8% | +4.5% | -6.3% | -2.7% |
| 30D | +5.1% | +16.3% | -11.3% | +2.0% |
| 3M | +10.7% | +8.4% | +2.3% | +8.8% |
| 6M | +22.9% | +40.3% | -17.4% | +14.6% |
| YTD | +26.7% | +77.3% | -50.6% | +12.2% |
| 1Y | +35.1% | +88.0% | -52.8% | +18.3% |
| 3Y | +80.2% | +274.3% | -194.1% | +35.4% |
| All | +37.2% | +142.9% | -105.6% | +1.6% |
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