-12.4%
IP vs LH
+62.5%
-74.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -5.1% | +1.4% | -6.5% | -5.7% |
| 30D | +8.5% | +17.5% | -9.0% | +0.8% |
| 3M | -13.8% | +16.1% | -29.9% | -19.6% |
| 6M | +5.7% | +43.4% | -37.6% | -10.2% |
| YTD | -9.1% | +47.2% | -56.3% | -23.9% |
| 1Y | -0.8% | +50.1% | -50.9% | -17.6% |
| 3Y | +14.8% | +81.2% | -66.4% | -13.1% |
| All | -12.4% | +62.5% | -74.9% | -34.5% |
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