+139.3%
LTH vs IAG
+748.5%
-609.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.6% |
| 7D | +1.5% | +4.3% | -2.7% | +1.1% |
| 30D | -3.1% | +9.8% | -12.8% | -4.2% |
| 3M | +28.1% | +28.9% | -0.8% | +23.8% |
| 6M | +67.4% | -7.6% | +75.0% | +67.1% |
| YTD | +59.8% | +22.0% | +37.8% | +53.8% |
| 1Y | +45.6% | +99.5% | -53.9% | +31.5% |
| 3Y | +162.0% | +818.3% | -656.3% | +87.2% |
| All | +139.3% | +748.5% | -609.3% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling