+111.8%
IRM vs LTH
+241.8%
-130.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.2% |
| 7D | +6.8% | -1.3% | +8.1% | +7.0% |
| 30D | +2.6% | +15.7% | -13.1% | -1.1% |
| 3M | -9.5% | +5.0% | -14.5% | -10.8% |
| 6M | -8.5% | +37.7% | -46.2% | -16.1% |
| YTD | +40.3% | +75.0% | -34.7% | +19.6% |
| 1Y | +28.7% | +82.6% | -54.0% | +8.4% |
| 3Y | +111.8% | +241.3% | -129.5% | +54.8% |
| All | +111.8% | +241.8% | -130.0% | +54.8% |
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