+143.5%
LTH vs ITOT
+79.3%
+64.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.8% |
| 30D | -4.6% | 0.0% | -4.6% | -4.7% |
| 3M | +32.8% | +2.0% | +30.9% | +28.6% |
| 6M | +64.6% | +13.0% | +51.6% | +38.5% |
| YTD | +62.6% | +14.0% | +48.7% | +35.3% |
| 1Y | +49.9% | +19.9% | +30.0% | +15.8% |
| 3Y | +151.3% | +75.8% | +75.5% | +9.7% |
| All | +143.5% | +79.3% | +64.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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