-20.5%
IP vs LTH
+180.7%
-201.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +1.0% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | +7.9% | +15.7% | -7.7% | +4.7% |
| 3M | -15.3% | +5.0% | -20.3% | -16.3% |
| 6M | +10.5% | +37.7% | -27.2% | +3.3% |
| YTD | -9.4% | +75.0% | -84.4% | -19.5% |
| 1Y | -4.6% | +82.6% | -87.3% | -16.0% |
| 3Y | +21.2% | +241.3% | -220.1% | -4.8% |
| 5Y | -13.3% | +135.4% | -148.7% | -34.7% |
| All | -20.5% | +180.7% | -201.3% | -38.7% |
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