+12.6%
INDA vs LTH
+186.2%
-173.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +6.2% | +6.4% | -0.2% | +5.5% |
| 30D | +12.4% | +16.7% | -4.4% | +10.6% |
| 3M | +3.2% | +11.7% | -8.5% | +1.9% |
| 6M | +3.8% | +48.5% | -44.7% | -0.5% |
| YTD | -4.3% | +78.4% | -82.7% | -10.2% |
| 1Y | -4.5% | +89.7% | -94.2% | -10.9% |
| 3Y | +17.1% | +245.6% | -228.5% | +1.7% |
| 5Y | +11.0% | +142.7% | -131.6% | -5.3% |
| All | +12.6% | +186.2% | -173.6% | -4.1% |
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 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