+541.7%
IBB vs LH
+1,093.4%
-551.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +1.4% | -2.5% | +3.9% | +2.4% |
| 30D | +10.5% | +4.3% | +6.1% | +8.6% |
| 3M | +23.6% | +25.5% | -1.9% | +12.6% |
| 6M | +22.6% | +17.0% | +5.7% | +14.8% |
| YTD | +25.7% | +31.3% | -5.6% | +12.0% |
| 1Y | +51.4% | +20.0% | +31.4% | +39.5% |
| 3Y | +64.4% | +63.9% | +0.5% | +32.4% |
| 5Y | +22.1% | +30.9% | -8.7% | +6.5% |
| 10Y | +132.5% | +191.4% | -58.9% | +40.8% |
| All | +541.7% | +1,093.4% | -551.7% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling