+21.2%
ITW vs LTH
+159.8%
-138.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.3% |
| 7D | -0.4% | +1.5% | -2.0% | -0.7% |
| 30D | -9.4% | -3.1% | -6.4% | -9.0% |
| 3M | +7.1% | +28.1% | -21.0% | +3.1% |
| 6M | -1.9% | +67.4% | -69.3% | -9.7% |
| YTD | +10.4% | +59.8% | -49.3% | +2.2% |
| 1Y | +3.3% | +45.6% | -42.3% | -3.2% |
| All | +21.2% | +159.8% | -138.5% | +4.0% |
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 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