+18.9%
IWM vs LTH
+84.0%
-65.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | +0.4% |
| 7D | +1.0% | +9.9% | -8.9% | -0.8% |
| 30D | +0.2% | +18.3% | -18.1% | -2.8% |
| 3M | -5.6% | +5.9% | -11.6% | -6.7% |
| 6M | +2.7% | +80.3% | -77.6% | -10.2% |
| YTD | +16.2% | +78.3% | -62.1% | +1.1% |
| 1Y | +18.9% | +81.0% | -62.1% | +2.8% |
| All | +18.9% | +84.0% | -65.1% | +2.8% |
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