+79.7%
IWD vs LTH
+268.4%
-188.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.2% |
| 7D | -0.5% | +4.5% | -4.9% | -1.1% |
| 30D | +2.7% | +16.3% | -13.7% | +0.3% |
| 3M | +0.9% | +8.4% | -7.5% | -0.5% |
| 6M | +10.5% | +40.3% | -29.7% | +4.5% |
| YTD | +23.7% | +77.3% | -53.6% | +12.0% |
| 1Y | +28.7% | +88.0% | -59.2% | +15.4% |
| 3Y | +79.7% | +274.3% | -194.6% | +48.1% |
| All | +79.7% | +268.4% | -188.7% | +48.1% |
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