+1,054.0%
IJH vs LH
+2,285.5%
-1,231.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | -1.9% | -4.7% | +2.8% | -0.2% |
| 30D | -4.6% | -3.5% | -1.2% | -3.5% |
| 3M | -1.2% | +17.7% | -18.9% | -7.0% |
| 6M | +9.4% | +15.8% | -6.4% | +3.4% |
| YTD | +13.3% | +25.1% | -11.8% | +4.0% |
| 1Y | +13.4% | +12.5% | +0.9% | +7.7% |
| 3Y | +50.4% | +59.8% | -9.3% | +24.9% |
| 5Y | +49.0% | +27.1% | +21.9% | +32.5% |
| 10Y | +182.6% | +183.2% | -0.6% | +86.0% |
| All | +1,054.0% | +2,285.5% | -1,231.5% | +371.6% |
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 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