+15.9%
IP vs LH
+263.7%
-247.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.9% | +2.5% | -3.4% | -2.1% |
| 30D | +6.7% | +18.7% | -12.0% | -2.0% |
| 3M | -16.6% | +15.3% | -31.9% | -22.5% |
| 6M | +6.0% | +45.4% | -39.4% | -12.1% |
| YTD | -10.7% | +49.5% | -60.2% | -27.1% |
| 1Y | -6.7% | +41.4% | -48.1% | -21.7% |
| 3Y | +17.1% | +87.6% | -70.5% | -15.9% |
| 5Y | -14.6% | +53.8% | -68.3% | -33.7% |
| All | +15.9% | +263.7% | -247.7% | -43.4% |
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