+11.8%
IYR vs LTH
+174.8%
-163.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | +0.2% |
| 7D | -0.1% | -4.6% | +4.5% | +0.8% |
| 30D | +5.7% | +14.8% | -9.1% | +2.9% |
| 3M | -0.6% | +3.9% | -4.5% | -1.5% |
| 6M | +0.5% | +35.5% | -35.0% | -5.6% |
| YTD | +10.4% | +71.3% | -60.9% | -1.6% |
| 1Y | +9.2% | +75.7% | -66.5% | -3.2% |
| 3Y | +40.5% | +231.9% | -191.4% | +7.2% |
| 5Y | +5.9% | +130.5% | -124.5% | -21.4% |
| All | +11.8% | +174.8% | -163.0% | -16.9% |
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 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