+80.6%
INDA vs LH
+179.1%
-98.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | +0.3% |
| 7D | -3.6% | -7.4% | +3.8% | -1.2% |
| 30D | -4.0% | -4.6% | +0.6% | -2.5% |
| 3M | +1.7% | +14.5% | -12.8% | -2.9% |
| 6M | -3.6% | +14.8% | -18.4% | -8.3% |
| YTD | -11.0% | +23.3% | -34.3% | -17.5% |
| 1Y | -9.5% | +13.6% | -23.1% | -14.1% |
| 3Y | +7.6% | +56.3% | -48.7% | -10.7% |
| 5Y | +4.8% | +25.2% | -20.4% | -7.0% |
| All | +80.6% | +179.1% | -98.6% | +8.6% |
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