+24.0%
IJR vs LH
+20.0%
+4.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -0.2% | -2.5% | +2.3% | +0.4% |
| 30D | -2.4% | +4.3% | -6.8% | -3.4% |
| 3M | +3.9% | +25.5% | -21.6% | -2.0% |
| 6M | +12.4% | +17.0% | -4.6% | +7.9% |
| YTD | +21.5% | +31.3% | -9.8% | +12.8% |
| 1Y | +24.0% | +20.0% | +4.0% | +16.9% |
| All | +24.0% | +20.0% | +4.0% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling