+92.3%
IBB vs LH
+86.6%
+5.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.3% | +2.2% |
| 7D | +2.7% | +4.6% | -1.9% | +0.9% |
| 30D | +6.3% | +19.1% | -12.8% | -1.0% |
| 3M | +11.1% | +16.7% | -5.7% | +4.1% |
| 6M | +29.2% | +47.0% | -17.8% | +10.1% |
| YTD | +30.2% | +49.3% | -19.1% | +9.6% |
| 1Y | +39.5% | +48.6% | -9.1% | +17.6% |
| 3Y | +92.3% | +87.8% | +4.5% | +42.8% |
| All | +92.3% | +86.6% | +5.7% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling