-97.3%
IRE vs LTH
+85.8%
-183.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.2% | +11.9% | +12.0% |
| 7D | -15.1% | +0.3% | -15.4% | -15.6% |
| 30D | -71.4% | +17.7% | -89.1% | -74.5% |
| 3M | -81.2% | +8.5% | -89.6% | -82.3% |
| 6M | -93.7% | +46.9% | -140.7% | -96.1% |
| YTD | -92.2% | +78.8% | -171.0% | -96.1% |
| 1Y | -97.3% | +84.9% | -182.2% | -98.6% |
| All | -97.3% | +85.8% | -183.1% | -98.6% |
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