+62.8%
IOT vs LTH
+127.5%
-64.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | +3.8% | -4.6% | +8.4% | +6.0% |
| 3M | +14.2% | +32.8% | -18.6% | -1.8% |
| 6M | +40.1% | +64.6% | -24.5% | +3.2% |
| YTD | +13.4% | +62.6% | -49.2% | -16.5% |
| 1Y | +12.2% | +49.9% | -37.8% | -13.9% |
| 3Y | +30.0% | +151.3% | -121.4% | -31.0% |
| All | +62.8% | +127.5% | -64.8% | -13.0% |
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