+366.2%
IP vs LH
+1,547.2%
-1,180.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.7% |
| 7D | -5.0% | -1.3% | -3.6% | -4.8% |
| 30D | +6.5% | +16.6% | -10.0% | +3.7% |
| 3M | -18.0% | +16.0% | -34.0% | -20.2% |
| 6M | +10.3% | +42.0% | -31.7% | +3.9% |
| YTD | -9.9% | +45.9% | -55.8% | -15.6% |
| 1Y | -1.1% | +46.4% | -47.4% | -7.4% |
| 3Y | +13.0% | +79.0% | -66.0% | +2.1% |
| 5Y | -12.3% | +62.3% | -74.5% | -19.8% |
| 10Y | +26.8% | +265.9% | -239.0% | +2.3% |
| All | +366.2% | +1,547.2% | -1,180.9% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling