+1,135.5%
IJR vs LH
+2,358.7%
-1,223.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -1.1% | -3.2% | +2.1% | 0.0% |
| 30D | -3.6% | +0.1% | -3.8% | -3.7% |
| 3M | +2.3% | +18.6% | -16.3% | -3.9% |
| 6M | +14.3% | +17.9% | -3.6% | +7.5% |
| YTD | +19.3% | +28.9% | -9.7% | +8.5% |
| 1Y | +22.6% | +16.6% | +6.0% | +15.2% |
| 3Y | +53.5% | +63.6% | -10.0% | +27.1% |
| 5Y | +39.9% | +30.0% | +9.9% | +23.9% |
| 10Y | +172.1% | +191.9% | -19.9% | +78.2% |
| All | +1,135.5% | +2,358.7% | -1,223.2% | +467.2% |
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