+6.0%
INDA vs LTH
+152.0%
-146.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -2.6% | -4.0% | +1.4% | -2.2% |
| 30D | -2.9% | -1.7% | -1.3% | -2.8% |
| 3M | +2.4% | +28.0% | -25.6% | -0.3% |
| 6M | -2.6% | +54.1% | -56.7% | -7.1% |
| YTD | -10.0% | +57.1% | -67.0% | -14.3% |
| 1Y | -7.7% | +45.8% | -53.4% | -11.6% |
| 3Y | +8.9% | +157.6% | -148.7% | -2.8% |
| All | +6.0% | +152.0% | -146.0% | -8.5% |
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 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