+173.3%
IRM vs LTH
+142.9%
+30.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -8.6% | +4.5% | -13.1% | -9.5% |
| 30D | -8.0% | +16.3% | -24.3% | -11.0% |
| 3M | -12.0% | +8.4% | -20.4% | -13.7% |
| 6M | -18.2% | +40.3% | -58.4% | -24.4% |
| YTD | +31.4% | +77.3% | -45.9% | +14.6% |
| 1Y | +9.2% | +88.0% | -78.8% | -6.0% |
| 3Y | +94.6% | +274.3% | -179.7% | +43.5% |
| All | +173.3% | +142.9% | +30.4% | +98.0% |
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 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