+22.9%
ITW vs LTH
+84.0%
-61.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -4.0% | +1.3% |
| 7D | +6.3% | +9.9% | -3.6% | +4.5% |
| 30D | +11.1% | +18.3% | -7.2% | +7.8% |
| 3M | +0.1% | +5.9% | -5.8% | -1.0% |
| 6M | +18.1% | +80.3% | -62.3% | +6.9% |
| YTD | +21.4% | +78.3% | -56.9% | +8.8% |
| 1Y | +22.9% | +81.0% | -58.1% | +9.4% |
| All | +22.9% | +84.0% | -61.2% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling