+140.8%
IEMG vs LH
+183.3%
-42.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | -1.3% | -4.7% | +3.4% | +0.1% |
| 30D | +1.9% | -3.5% | +5.4% | +3.0% |
| 3M | +1.4% | +17.7% | -16.3% | -3.8% |
| 6M | +15.2% | +15.8% | -0.6% | +9.6% |
| YTD | +23.8% | +25.1% | -1.3% | +14.7% |
| 1Y | +30.7% | +12.5% | +18.2% | +24.9% |
| 3Y | +83.3% | +59.8% | +23.5% | +53.7% |
| 5Y | +48.8% | +27.1% | +21.7% | +32.6% |
| All | +140.8% | +183.3% | -42.5% | +52.6% |
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