+564.9%
IBB vs LH
+1,257.4%
-692.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.2% |
| YTD | +30.2% | +49.3% | -19.1% | +10.0% |
| 1Y | +39.5% | +48.6% | -9.1% | +18.0% |
| 3Y | +92.3% | +87.8% | +4.5% | +46.4% |
| 5Y | +43.0% | +65.0% | -22.1% | +13.4% |
| 10Y | +137.1% | +275.0% | -137.9% | +30.1% |
| All | +564.9% | +1,257.4% | -692.6% | +113.9% |
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