-97.9%
IRE vs LTH
+86.7%
-184.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | +0.8% | -34.7% | -34.3% |
| 7D | -57.1% | +5.3% | -62.4% | -58.5% |
| 30D | -84.4% | +18.3% | -102.7% | -86.1% |
| 3M | -85.0% | +5.4% | -90.3% | -85.5% |
| 6M | -95.2% | +62.5% | -157.8% | -97.3% |
| YTD | -93.9% | +79.6% | -173.6% | -96.9% |
| 1Y | -98.8% | +88.1% | -187.0% | -99.4% |
| All | -97.9% | +86.7% | -184.6% | -98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling