+80.4%
IBM vs LTH
+234.6%
-154.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | -0.8% |
| 7D | -0.3% | -4.6% | +4.3% | +0.5% |
| 30D | +6.8% | +14.8% | -8.1% | +4.3% |
| 3M | +4.4% | +3.9% | +0.5% | +3.6% |
| 6M | +13.2% | +35.5% | -22.3% | +7.4% |
| YTD | -15.1% | +71.3% | -86.5% | -23.5% |
| 1Y | -20.2% | +75.7% | -95.9% | -28.4% |
| All | +80.4% | +234.6% | -154.2% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling