+39.7%
IJR vs LTH
+160.9%
-121.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -0.2% | -0.6% | +0.5% | 0.0% |
| 30D | -2.4% | -4.6% | +2.2% | -1.4% |
| 3M | +3.9% | +32.8% | -28.9% | -3.0% |
| 6M | +12.4% | +64.6% | -52.2% | -1.0% |
| YTD | +21.5% | +62.6% | -41.1% | +7.1% |
| 1Y | +24.0% | +49.9% | -26.0% | +11.2% |
| 3Y | +49.7% | +151.3% | -101.6% | +15.7% |
| All | +39.7% | +160.9% | -121.2% | +2.5% |
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