-97.1%
IRE vs LTH
+84.2%
-181.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.3% | +40.9% | +40.1% |
| 7D | -27.2% | +4.5% | -31.7% | -29.4% |
| 30D | -75.1% | +16.3% | -91.5% | -77.7% |
| 3M | -77.9% | +8.4% | -86.2% | -79.2% |
| 6M | -94.6% | +40.3% | -134.9% | -96.4% |
| YTD | -91.5% | +77.3% | -168.8% | -95.7% |
| 1Y | -97.8% | +88.0% | -185.8% | -98.9% |
| All | -97.1% | +84.2% | -181.3% | -98.5% |
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