+40.7%
IWM vs LTH
+160.9%
-120.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -1.3% | -4.6% | +3.3% | -0.2% |
| 3M | +1.6% | +32.8% | -31.2% | -5.8% |
| 6M | +13.6% | +64.6% | -51.1% | -0.9% |
| YTD | +20.8% | +62.6% | -41.9% | +5.4% |
| 1Y | +26.4% | +49.9% | -23.5% | +12.4% |
| 3Y | +60.7% | +151.3% | -90.7% | +21.6% |
| All | +40.7% | +160.9% | -120.2% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling