+143.5%
LTH vs IFF
-29.3%
+172.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -0.6% | -1.8% | +1.2% | +0.3% |
| 30D | -4.6% | -2.0% | -2.6% | -3.7% |
| 3M | +32.8% | +18.5% | +14.3% | +21.6% |
| 6M | +64.6% | +11.7% | +52.9% | +54.2% |
| YTD | +62.6% | +29.6% | +33.1% | +41.4% |
| 1Y | +49.9% | +35.0% | +15.0% | +27.4% |
| 3Y | +151.3% | +32.3% | +119.1% | +105.7% |
| All | +143.5% | -29.3% | +172.8% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 all: compounded portfolio wealth divided by compounded IFF 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…
all analysis · Full analysis span regression · 6 months rolling