+214.2%
IRM vs LTH
+150.5%
+63.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.4% | -4.0% | +2.6% | -0.6% |
| 30D | -7.4% | -5.3% | -2.1% | -6.3% |
| 3M | -7.4% | +19.0% | -26.4% | -11.0% |
| 6M | +8.7% | +55.8% | -47.1% | -2.0% |
| YTD | +40.9% | +56.1% | -15.2% | +26.8% |
| 1Y | +20.5% | +41.3% | -20.7% | +10.5% |
| 3Y | +101.7% | +156.6% | -54.9% | +60.9% |
| All | +214.2% | +150.5% | +63.8% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling