+51.7%
IEMG vs LTH
+150.3%
-98.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -0.9% | -3.7% | +2.9% | -0.3% |
| 30D | +2.1% | -5.3% | +7.4% | +2.9% |
| 3M | +4.6% | +24.2% | -19.6% | +1.1% |
| 6M | +14.0% | +54.8% | -40.8% | +6.5% |
| YTD | +22.3% | +56.1% | -33.7% | +13.9% |
| 1Y | +30.7% | +45.5% | -14.9% | +22.6% |
| 3Y | +83.2% | +155.9% | -72.7% | +55.9% |
| All | +51.7% | +150.3% | -98.6% | +22.2% |
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 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