+150.1%
IBM vs LTH
+137.1%
+13.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.7% |
| 7D | +1.6% | -1.3% | +2.8% | +1.7% |
| 30D | +9.2% | +15.7% | -6.5% | +7.2% |
| 3M | +4.9% | +5.0% | -0.1% | +4.2% |
| 6M | +16.8% | +37.7% | -20.9% | +12.0% |
| YTD | -14.3% | +75.0% | -89.3% | -20.6% |
| 1Y | -16.7% | +82.6% | -99.4% | -23.3% |
| 3Y | +82.2% | +241.3% | -159.1% | +56.3% |
| All | +150.1% | +137.1% | +13.0% | +106.6% |
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