+218.8%
IRM vs LTH
+160.9%
+57.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -0.5% | -0.6% | +0.2% | -0.4% |
| 30D | -8.1% | -4.6% | -3.5% | -7.2% |
| 3M | -9.7% | +32.8% | -42.5% | -15.3% |
| 6M | +10.0% | +64.6% | -54.6% | -2.0% |
| YTD | +43.0% | +62.6% | -19.6% | +27.5% |
| 1Y | +32.7% | +49.9% | -17.3% | +20.1% |
| 3Y | +102.7% | +151.3% | -48.6% | +62.3% |
| All | +218.8% | +160.9% | +57.9% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling