+30.4%
IWM vs LTH
+184.4%
-154.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -2.0% | +4.5% | -6.5% | -3.1% |
| 30D | -1.5% | +16.3% | -17.8% | -5.2% |
| 3M | -8.0% | +8.4% | -16.4% | -10.1% |
| 6M | -4.1% | +40.3% | -44.4% | -12.5% |
| YTD | +11.9% | +77.3% | -65.3% | -4.6% |
| 1Y | +15.0% | +88.0% | -72.9% | -3.5% |
| 3Y | +64.2% | +274.3% | -210.1% | +12.9% |
| 5Y | +20.4% | +142.9% | -122.5% | -16.2% |
| All | +30.4% | +184.4% | -154.0% | -9.2% |
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