+22.6%
IEFA vs LTH
+54.1%
-31.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +1.0% | -4.6% | +5.6% | +1.7% |
| 3M | +4.7% | +32.8% | -28.1% | -0.5% |
| 6M | +8.6% | +64.6% | -56.0% | -0.8% |
| YTD | +14.8% | +62.6% | -47.8% | +5.0% |
| 1Y | +22.6% | +49.9% | -27.3% | +15.2% |
| All | +22.6% | +54.1% | -31.5% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling