+6.9%
INDA vs LTH
+156.3%
-149.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.5% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | -2.5% | -3.1% | +0.5% | -2.3% |
| 3M | +4.0% | +28.1% | -24.1% | +1.3% |
| 6M | -1.8% | +67.4% | -69.2% | -7.1% |
| YTD | -9.2% | +59.8% | -69.0% | -13.7% |
| 1Y | -7.2% | +45.6% | -52.8% | -11.2% |
| 3Y | +9.8% | +162.0% | -152.2% | -2.1% |
| All | +6.9% | +156.3% | -149.4% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling