+56.6%
IEFA vs LTH
+150.3%
-93.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.4% | -3.7% | +1.3% | -1.8% |
| 30D | -2.1% | -5.3% | +3.2% | -1.3% |
| 3M | +5.5% | +24.2% | -18.7% | +1.7% |
| 6M | +8.1% | +54.8% | -46.7% | +0.2% |
| YTD | +11.9% | +56.1% | -44.1% | +3.4% |
| 1Y | +18.1% | +45.5% | -27.5% | +10.1% |
| 3Y | +65.5% | +155.9% | -90.4% | +38.4% |
| All | +56.6% | +150.3% | -93.7% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling