-97.5%
IRE vs LTH
+77.7%
-175.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.2% | -9.3% | -11.5% |
| 7D | +11.1% | -4.6% | +15.7% | +13.6% |
| 30D | -75.2% | +14.8% | -90.0% | -77.8% |
| 3M | -86.4% | +3.9% | -90.3% | -87.0% |
| 6M | -94.8% | +35.5% | -130.3% | -96.7% |
| YTD | -93.3% | +71.3% | -164.6% | -96.9% |
| 1Y | -97.5% | +75.7% | -173.2% | -98.8% |
| All | -97.5% | +77.7% | -175.2% | -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