+130.6%
IBB vs LH
+267.5%
-136.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.8% | +4.8% | -4.0% | -1.2% |
| 30D | +5.2% | +18.8% | -13.6% | -2.5% |
| 3M | +8.6% | +15.7% | -7.1% | +1.7% |
| 6M | +27.8% | +46.7% | -18.8% | +7.7% |
| YTD | +28.8% | +48.9% | -20.1% | +7.3% |
| 1Y | +36.4% | +43.5% | -7.1% | +15.5% |
| 3Y | +89.3% | +86.9% | +2.4% | +40.7% |
| 5Y | +43.3% | +60.4% | -17.1% | +12.1% |
| 10Y | +130.6% | +260.7% | -130.1% | +19.8% |
| All | +130.6% | +267.5% | -136.8% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling