+121.8%
INDA vs LH
+388.2%
-266.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | +9.4% | +16.7% | -7.4% | +3.8% |
| 3M | +2.9% | +15.1% | -12.2% | -2.0% |
| 6M | +7.2% | +46.3% | -39.1% | -6.1% |
| YTD | -4.8% | +48.8% | -53.6% | -17.4% |
| 1Y | -5.1% | +39.7% | -44.8% | -15.9% |
| 3Y | +16.7% | +87.0% | -70.4% | -9.0% |
| 5Y | +8.8% | +53.0% | -44.2% | -10.2% |
| 10Y | +116.2% | +264.3% | -148.1% | +17.7% |
| All | +121.8% | +388.2% | -266.4% | +3.9% |
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 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