-21.0%
IP vs LTH
+188.2%
-209.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.1% |
| 7D | -5.0% | +5.3% | -10.3% | -6.0% |
| 30D | +6.5% | +18.3% | -11.7% | +2.9% |
| 3M | -18.0% | +5.4% | -23.4% | -19.0% |
| 6M | +10.3% | +62.5% | -52.2% | -0.3% |
| YTD | -9.9% | +79.6% | -89.5% | -20.4% |
| 1Y | -1.1% | +88.1% | -89.2% | -13.3% |
| 3Y | +13.0% | +272.5% | -259.5% | -12.6% |
| 5Y | -12.3% | +146.1% | -158.4% | -34.0% |
| All | -21.0% | +188.2% | -209.2% | -39.3% |
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