+45.8%
LTH vs IAG
+102.4%
-56.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.8% |
| 7D | -4.0% | +1.7% | -5.7% | -4.1% |
| 30D | -1.7% | +11.4% | -13.1% | -2.4% |
| 3M | +28.0% | +33.0% | -5.0% | +25.1% |
| 6M | +54.1% | -6.0% | +60.1% | +51.3% |
| YTD | +57.1% | +24.6% | +32.5% | +55.9% |
| 1Y | +45.8% | +105.0% | -59.2% | +39.3% |
| All | +45.8% | +102.4% | -56.6% | +39.3% |
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 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