-12.3%
IP vs LH
+59.3%
-71.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.4% |
| 7D | -5.0% | -1.3% | -3.6% | -4.4% |
| 30D | +6.5% | +16.6% | -10.0% | -0.7% |
| 3M | -18.0% | +16.0% | -34.0% | -23.5% |
| 6M | +10.3% | +42.0% | -31.7% | -5.9% |
| YTD | -9.9% | +45.9% | -55.8% | -24.2% |
| 1Y | -1.1% | +46.4% | -47.4% | -16.9% |
| 3Y | +13.0% | +79.0% | -66.0% | -13.9% |
| 5Y | -12.3% | +62.3% | -74.5% | -34.6% |
| All | -12.3% | +59.3% | -71.5% | -34.6% |
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