+37.4%
IBB vs LTH
+160.9%
-123.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.4% | -0.6% | +2.1% | +1.5% |
| 30D | +10.5% | -4.6% | +15.1% | +11.3% |
| 3M | +23.6% | +32.8% | -9.2% | +16.9% |
| 6M | +22.6% | +64.6% | -42.0% | +10.8% |
| YTD | +25.7% | +62.6% | -37.0% | +13.6% |
| 1Y | +51.4% | +49.9% | +1.4% | +38.7% |
| 3Y | +64.4% | +151.3% | -87.0% | +33.9% |
| All | +37.4% | +160.9% | -123.5% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling