+210.5%
ICE vs LH
+179.1%
+31.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +1.1% |
| 7D | -5.3% | -7.4% | +2.1% | -2.8% |
| 30D | +3.0% | -4.6% | +7.6% | +4.6% |
| 3M | +11.4% | +14.5% | -3.1% | +6.1% |
| 6M | -2.0% | +14.8% | -16.8% | -7.0% |
| YTD | -3.1% | +23.3% | -26.4% | -10.6% |
| 1Y | -8.4% | +13.6% | -22.0% | -13.1% |
| 3Y | +40.7% | +56.3% | -15.6% | +17.2% |
| 5Y | +40.0% | +25.2% | +14.8% | +24.5% |
| All | +210.5% | +179.1% | +31.4% | +102.8% |
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