+167.2%
LTH vs IAG
+681.4%
-514.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +1.8% |
| 7D | +6.4% | +16.8% | -10.5% | +4.6% |
| 30D | +16.7% | -1.5% | +18.2% | +16.6% |
| 3M | +11.7% | +0.5% | +11.2% | +11.0% |
| 6M | +48.5% | -1.0% | +49.5% | +47.1% |
| YTD | +78.4% | +12.3% | +66.1% | +72.5% |
| 1Y | +89.7% | +39.2% | +50.4% | +78.9% |
| 3Y | +245.6% | +712.3% | -466.7% | +150.6% |
| 5Y | +142.7% | +484.2% | -341.5% | +70.0% |
| All | +167.2% | +681.4% | -514.3% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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