LTPZ: how its history is extended
LTPZ returns from its first trading day; earlier history from TIPS.CM20.
Kind
Backfill chain
Extended from
2004-01-05
Through
2026-10-14
Sources
LTPZ → TIPS.CM20
Validation at each junction
| Real series | Stands in before it | Real data from | Overlap (years) | Monthly correlation | Return gap (pp/yr) | Gate |
|---|---|---|---|---|---|---|
| LTPZ | TIPS.CM20 | 2009-09-08 | 17.08 | 0.9851 | -0.016 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
Figures on this page are computed from the data store when the page renders; the gate is re-checked every time an extension is used. Method: the lab's tracking standard, lab.data.chains.