+22.1%
IP vs LTH
+249.2%
-227.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | +9.2% | +17.7% | -8.5% | +4.4% |
| 3M | -16.1% | +8.5% | -24.6% | -18.1% |
| 6M | +9.6% | +46.9% | -37.4% | -1.6% |
| YTD | -8.8% | +78.8% | -87.6% | -22.6% |
| 1Y | -5.5% | +84.9% | -90.4% | -20.5% |
| All | +22.1% | +249.2% | -227.1% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling