-97.4%
IRE vs LTH
+83.5%
-180.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -15.5% | +7.0% | -22.5% | -19.5% |
| 30D | -70.4% | +15.4% | -85.8% | -73.4% |
| 3M | -81.6% | +7.0% | -88.6% | -82.6% |
| 6M | -94.7% | +46.9% | -141.5% | -96.8% |
| YTD | -91.8% | +76.4% | -168.2% | -96.1% |
| All | -97.4% | +83.5% | -180.8% | -98.7% |
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