+204.7%
IRM vs LTH
+183.0%
+21.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.2% |
| 7D | -3.8% | +7.0% | -10.8% | -5.2% |
| 30D | -3.2% | +15.4% | -18.6% | -6.2% |
| 3M | -7.8% | +7.0% | -14.8% | -9.3% |
| 6M | -12.7% | +46.9% | -59.6% | -20.0% |
| YTD | +36.7% | +76.4% | -39.7% | +19.6% |
| 1Y | +10.0% | +83.7% | -73.7% | -4.6% |
| 3Y | +107.2% | +248.9% | -141.7% | +55.9% |
| 5Y | +181.6% | +141.8% | +39.7% | +105.8% |
| All | +204.7% | +183.0% | +21.8% | +123.0% |
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