+22.9%
IP vs LH
+191.0%
-168.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.9% |
| 7D | -5.3% | -2.5% | -2.8% | -4.1% |
| 30D | -10.9% | +4.3% | -15.2% | -12.7% |
| 3M | +11.2% | +25.5% | -14.4% | -0.5% |
| 6M | -10.2% | +17.0% | -27.2% | -16.9% |
| YTD | -2.0% | +31.3% | -33.3% | -14.4% |
| 1Y | -19.1% | +20.0% | -39.1% | -26.3% |
| 3Y | +20.9% | +63.9% | -43.0% | -6.9% |
| 5Y | -17.8% | +30.9% | -48.7% | -30.7% |
| All | +22.9% | +191.0% | -168.0% | -34.1% |
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