+59.8%
IEFA vs LTH
+156.3%
-96.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | +1.2% | +1.5% | -0.4% | +0.9% |
| 30D | -0.6% | -3.1% | +2.5% | -0.2% |
| 3M | +6.2% | +28.1% | -21.9% | +1.8% |
| 6M | +11.2% | +67.4% | -56.2% | +1.8% |
| YTD | +14.2% | +59.8% | -45.6% | +5.1% |
| 1Y | +20.0% | +45.6% | -25.6% | +12.0% |
| 3Y | +68.8% | +162.0% | -93.2% | +40.6% |
| All | +59.8% | +156.3% | -96.5% | +26.3% |
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 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