+216.7%
IRM vs LTH
+156.3%
+60.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +1.6% | +1.5% | +0.1% | +1.3% |
| 30D | -4.2% | -3.1% | -1.1% | -3.6% |
| 3M | -5.4% | +28.1% | -33.5% | -10.5% |
| 6M | +12.0% | +67.4% | -55.4% | -0.5% |
| YTD | +42.0% | +59.8% | -17.7% | +27.1% |
| 1Y | +29.9% | +45.6% | -15.7% | +18.3% |
| 3Y | +104.4% | +162.0% | -57.6% | +62.3% |
| All | +216.7% | +156.3% | +60.4% | +137.0% |
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