+73.2%
IWD vs LTH
+137.1%
-63.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.1% |
| 7D | +2.3% | -1.3% | +3.5% | +2.5% |
| 30D | +3.6% | +15.7% | -12.1% | +1.1% |
| 3M | +2.2% | +5.0% | -2.8% | +1.2% |
| 6M | +13.0% | +37.7% | -24.7% | +6.8% |
| YTD | +26.5% | +75.0% | -48.5% | +14.4% |
| 1Y | +30.1% | +82.6% | -52.5% | +16.8% |
| 3Y | +84.9% | +241.3% | -156.4% | +47.4% |
| All | +73.2% | +137.1% | -63.9% | +35.6% |
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