+15.0%
IWM vs LTH
+84.4%
-69.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -2.0% | +4.5% | -6.5% | -2.9% |
| 30D | -1.5% | +16.3% | -17.8% | -4.2% |
| 3M | -8.0% | +8.4% | -16.4% | -9.4% |
| 6M | -4.1% | +40.3% | -44.4% | -11.1% |
| YTD | +11.9% | +77.3% | -65.3% | -3.0% |
| 1Y | +15.0% | +88.0% | -72.9% | -2.9% |
| All | +15.0% | +84.4% | -69.4% | -2.9% |
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