+75.7%
LTH vs IAG
+25.8%
+49.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.1% | +1.0% | -3.7% |
| 7D | -4.6% | -2.1% | -2.6% | -4.5% |
| 30D | +14.8% | -6.2% | +21.0% | +15.1% |
| 3M | +3.9% | -5.1% | +9.1% | +3.8% |
| 6M | +35.5% | -10.0% | +45.5% | +36.0% |
| YTD | +71.3% | +3.9% | +67.4% | +66.4% |
| 1Y | +75.7% | +18.9% | +56.8% | +62.0% |
| All | +75.7% | +25.8% | +49.9% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling