+139.4%
IEMG vs LH
+340.9%
-201.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -0.6% |
| 7D | -0.9% | -7.4% | +6.5% | +1.5% |
| 30D | +2.1% | -4.6% | +6.7% | +3.6% |
| 3M | +4.6% | +14.5% | -9.9% | -0.2% |
| 6M | +14.0% | +14.8% | -0.8% | +8.6% |
| YTD | +22.3% | +23.3% | -0.9% | +13.6% |
| 1Y | +30.7% | +13.6% | +17.1% | +24.2% |
| 3Y | +83.2% | +56.3% | +26.9% | +53.9% |
| 5Y | +47.0% | +25.2% | +21.8% | +31.1% |
| 10Y | +139.9% | +179.1% | -39.2% | +48.9% |
| All | +139.4% | +340.9% | -201.5% | +22.5% |
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 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