+19.9%
IJR vs LTH
+45.2%
-25.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | -4.0% | +1.8% | -1.5% |
| 30D | -4.6% | -5.3% | +0.7% | -3.7% |
| 3M | +0.2% | +19.0% | -18.8% | -3.2% |
| 6M | +14.7% | +55.8% | -41.1% | +4.4% |
| YTD | +18.9% | +56.1% | -37.3% | +7.7% |
| 1Y | +19.9% | +41.3% | -21.3% | +15.1% |
| All | +19.9% | +45.2% | -25.2% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling