+9.7%
IYR vs LTH
+152.0%
-142.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -0.9% | -4.0% | +3.1% | -0.1% |
| 30D | -2.4% | -1.7% | -0.7% | -2.1% |
| 3M | -2.0% | +28.0% | -30.0% | -6.7% |
| 6M | +2.5% | +54.1% | -51.6% | -6.4% |
| YTD | +8.3% | +57.1% | -48.8% | -1.7% |
| 1Y | +6.5% | +45.8% | -39.3% | -2.1% |
| 3Y | +29.3% | +157.6% | -128.2% | +3.1% |
| All | +9.7% | +152.0% | -142.3% | -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