+141.5%
LTH vs IAG
+515.1%
-373.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.2% | -8.5% | -2.1% |
| 7D | +4.5% | +21.4% | -16.9% | +2.4% |
| 30D | +16.3% | +4.0% | +12.3% | +15.6% |
| 3M | +8.4% | +17.0% | -8.7% | +6.0% |
| 6M | +40.3% | +1.4% | +38.9% | +38.7% |
| YTD | +77.3% | +13.8% | +63.5% | +71.4% |
| 1Y | +88.0% | +55.8% | +32.1% | +75.4% |
| 3Y | +274.3% | +647.4% | -373.1% | +176.2% |
| All | +141.5% | +515.1% | -373.6% | +70.8% |
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