+109.8%
IBM vs LTH
+160.9%
-51.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +0.3% | -4.6% | +4.9% | +0.8% |
| 3M | -21.6% | +32.8% | -54.4% | -24.2% |
| 6M | -4.7% | +64.6% | -69.3% | -10.8% |
| YTD | -19.1% | +62.6% | -81.7% | -24.1% |
| 1Y | -2.5% | +49.9% | -52.4% | -7.8% |
| 3Y | +74.2% | +151.3% | -77.2% | +54.6% |
| All | +109.8% | +160.9% | -51.1% | +77.6% |
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 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