+35.7%
IJR vs LTH
+180.7%
-145.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | +2.2% | -1.3% | +3.4% | +2.4% |
| 30D | +3.8% | +15.7% | -11.8% | +0.3% |
| 3M | -5.7% | +5.0% | -10.7% | -7.0% |
| 6M | +4.6% | +37.7% | -33.0% | -3.4% |
| YTD | +18.0% | +75.0% | -57.0% | +2.0% |
| 1Y | +21.8% | +82.6% | -60.9% | +4.2% |
| 3Y | +61.1% | +241.3% | -180.2% | +16.6% |
| 5Y | +27.3% | +135.4% | -108.1% | -8.5% |
| All | +35.7% | +180.7% | -145.1% | -2.3% |
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