-97.7%
IRE vs LTH
+84.0%
-181.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +6.3% | -29.6% | -26.0% |
| 7D | -46.8% | +9.9% | -56.7% | -49.6% |
| 30D | -75.5% | +18.3% | -93.8% | -78.0% |
| 3M | -79.4% | +5.9% | -85.4% | -80.1% |
| 6M | -91.3% | +80.3% | -171.6% | -95.5% |
| YTD | -90.8% | +78.3% | -169.1% | -95.3% |
| 1Y | -97.7% | +81.0% | -178.7% | -98.8% |
| All | -97.7% | +84.0% | -181.8% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling