+138.2%
IBM vs LTH
+142.9%
-4.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.7% |
| 7D | -5.0% | +4.5% | -9.4% | -5.5% |
| 30D | +11.1% | +16.3% | -5.2% | +9.0% |
| 3M | +5.7% | +8.4% | -2.7% | +4.5% |
| 6M | +10.1% | +40.3% | -30.2% | +5.4% |
| YTD | -15.6% | +77.3% | -92.9% | -21.9% |
| 1Y | -19.5% | +88.0% | -107.5% | -26.2% |
| 3Y | +80.4% | +274.3% | -193.9% | +53.3% |
| All | +138.2% | +142.9% | -4.7% | +96.6% |
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