+20.9%
IBB vs LH
+31.3%
-10.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.9% |
| 7D | -1.7% | -0.8% | -0.8% | -1.3% |
| 30D | +4.9% | +2.0% | +2.9% | +3.9% |
| 3M | +24.2% | +24.3% | 0.0% | +12.0% |
| 6M | +23.8% | +21.1% | +2.8% | +12.9% |
| YTD | +23.0% | +30.4% | -7.5% | +7.6% |
| 1Y | +46.2% | +18.4% | +27.8% | +33.6% |
| 3Y | +64.8% | +65.5% | -0.6% | +25.1% |
| 5Y | +20.9% | +29.9% | -9.0% | +1.5% |
| All | +20.9% | +31.3% | -10.4% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling