+75.7%
IWD vs LTH
+160.9%
-85.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -0.3% | -0.6% | +0.4% | -0.2% |
| 30D | +0.6% | -4.6% | +5.2% | +1.3% |
| 3M | +7.2% | +32.8% | -25.6% | +2.3% |
| 6M | +16.2% | +64.6% | -48.4% | +6.7% |
| YTD | +23.3% | +62.6% | -39.3% | +13.3% |
| 1Y | +29.6% | +49.9% | -20.4% | +20.3% |
| 3Y | +70.5% | +151.3% | -80.9% | +43.2% |
| All | +75.7% | +160.9% | -85.2% | +40.4% |
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 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