-9.7%
IP vs LH
+63.0%
-72.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.2% |
| 7D | -3.0% | +4.6% | -7.6% | -4.9% |
| 30D | +10.6% | +19.1% | -8.5% | +2.2% |
| 3M | -13.6% | +16.7% | -30.3% | -19.6% |
| 6M | +10.4% | +47.0% | -36.6% | -7.2% |
| YTD | -6.5% | +49.3% | -55.8% | -22.2% |
| 1Y | -2.1% | +48.6% | -50.7% | -18.4% |
| 3Y | +22.0% | +87.8% | -65.9% | -9.1% |
| 5Y | -9.7% | +65.0% | -74.8% | -33.2% |
| All | -9.7% | +63.0% | -72.8% | -33.2% |
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