-83.7%
IRE vs LTH
+69.0%
-152.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.3% | +13.7% | +13.7% |
| 7D | +54.8% | -0.6% | +55.4% | +55.3% |
| 30D | +18.4% | -4.6% | +23.0% | +22.4% |
| 3M | -66.7% | +32.8% | -99.5% | -77.4% |
| 6M | -52.3% | +64.6% | -116.9% | -74.1% |
| YTD | -52.3% | +62.6% | -115.0% | -74.2% |
| All | -83.7% | +69.0% | -152.7% | -91.1% |
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 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