+12.5%
IYR vs LTH
+186.8%
-174.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +6.1% | +17.7% | -11.6% | +2.8% |
| 3M | +0.9% | +8.5% | -7.5% | -0.8% |
| 6M | +1.2% | +46.9% | -45.8% | -6.4% |
| YTD | +11.1% | +78.8% | -67.7% | -1.7% |
| 1Y | +9.0% | +84.9% | -75.9% | -4.4% |
| 3Y | +41.4% | +246.4% | -204.9% | +7.0% |
| 5Y | +6.7% | +129.6% | -122.9% | -21.5% |
| All | +12.5% | +186.8% | -174.2% | -17.0% |
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