-16.9%
INFQ vs LH
+11.3%
-28.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.1% |
| 7D | +2.4% | -7.4% | +9.8% | +4.5% |
| 30D | +9.6% | -4.6% | +14.2% | +11.0% |
| 3M | -4.6% | +14.5% | -19.1% | -6.2% |
| 6M | +6.7% | +14.8% | -8.1% | +3.9% |
| All | -16.9% | +11.3% | -28.2% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling