+55.4%
IOT vs LTH
+118.4%
-63.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.5% | -4.0% | -0.5% | -2.5% |
| 30D | -2.4% | -5.3% | +2.9% | +0.1% |
| 3M | +19.0% | +19.0% | 0.0% | +8.5% |
| 6M | +19.6% | +55.8% | -36.1% | -8.7% |
| YTD | +8.3% | +56.1% | -47.9% | -18.6% |
| 1Y | -0.8% | +41.3% | -42.1% | -21.4% |
| 3Y | +24.4% | +156.6% | -132.2% | -35.3% |
| All | +55.4% | +118.4% | -63.0% | -15.1% |
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