+34.6%
IWM vs LTH
+183.0%
-148.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | +1.2% | +7.0% | -5.8% | -0.5% |
| 30D | +1.3% | +15.4% | -14.2% | -2.4% |
| 3M | -6.1% | +7.0% | -13.1% | -7.9% |
| 6M | -0.1% | +46.9% | -46.9% | -9.9% |
| YTD | +15.5% | +76.4% | -60.9% | -1.4% |
| 1Y | +18.1% | +83.7% | -65.6% | -0.3% |
| 3Y | +74.6% | +248.9% | -174.2% | +22.3% |
| 5Y | +24.6% | +141.8% | -117.2% | -13.1% |
| All | +34.6% | +183.0% | -148.4% | -6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling