+47.8%
IJH vs LTH
+150.5%
-102.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -1.9% | -4.0% | +2.1% | -1.0% |
| 30D | -4.6% | -5.3% | +0.7% | -3.5% |
| 3M | -1.2% | +19.0% | -20.2% | -5.2% |
| 6M | +9.4% | +55.8% | -46.4% | -1.9% |
| YTD | +13.3% | +56.1% | -42.8% | +1.3% |
| 1Y | +13.4% | +41.3% | -27.9% | +3.5% |
| 3Y | +50.4% | +156.6% | -106.2% | +17.1% |
| All | +47.8% | +150.5% | -102.7% | +10.2% |
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 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