+46.6%
IJH vs LTH
+150.3%
-103.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.5% | -3.7% | +1.2% | -1.7% |
| 30D | -5.0% | -5.3% | +0.3% | -3.9% |
| 3M | +0.5% | +24.2% | -23.7% | -4.5% |
| 6M | +8.2% | +54.8% | -46.6% | -2.8% |
| YTD | +12.5% | +56.1% | -43.6% | +0.5% |
| 1Y | +14.4% | +45.5% | -31.2% | +3.7% |
| 3Y | +49.5% | +155.9% | -106.4% | +16.4% |
| All | +46.6% | +150.3% | -103.7% | +9.4% |
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