+133.7%
LTH vs IAG
+747.7%
-614.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.4% |
| 7D | -3.7% | -4.1% | +0.3% | -3.3% |
| 30D | -5.3% | +10.6% | -15.9% | -6.5% |
| 3M | +24.2% | +35.4% | -11.2% | +19.4% |
| 6M | +54.8% | -9.5% | +64.4% | +54.9% |
| YTD | +56.1% | +21.8% | +34.2% | +50.2% |
| 1Y | +45.5% | +84.1% | -38.6% | +32.8% |
| 3Y | +155.9% | +817.4% | -661.5% | +82.9% |
| All | +133.7% | +747.7% | -614.0% | +55.3% |
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