-20.3%
IP vs LTH
+184.4%
-204.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | -5.1% | +4.5% | -9.5% | -6.0% |
| 30D | +8.5% | +16.3% | -7.8% | +5.2% |
| 3M | -13.8% | +8.4% | -22.2% | -15.4% |
| 6M | +5.7% | +40.3% | -34.5% | -1.5% |
| YTD | -9.1% | +77.3% | -86.4% | -19.5% |
| 1Y | -0.8% | +88.0% | -88.8% | -13.1% |
| 3Y | +14.8% | +274.3% | -259.5% | -11.2% |
| 5Y | -11.5% | +142.9% | -154.4% | -33.2% |
| All | -20.3% | +184.4% | -204.7% | -38.6% |
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