+24.2%
IWM vs LTH
+132.1%
-107.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -0.6% |
| 7D | +2.8% | -4.6% | +7.4% | +4.0% |
| 30D | +0.6% | +14.8% | -14.2% | -3.0% |
| 3M | -7.8% | +3.9% | -11.7% | -9.0% |
| 6M | -1.0% | +35.5% | -36.5% | -9.0% |
| YTD | +13.9% | +71.3% | -57.5% | -2.4% |
| 1Y | +15.4% | +75.7% | -60.2% | -1.8% |
| 3Y | +70.2% | +231.9% | -161.7% | +19.7% |
| All | +24.2% | +132.1% | -107.9% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling