-97.6%
IRE vs LH
+28.3%
-125.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.3% | -15.6% | -15.9% |
| 7D | -41.9% | +4.8% | -46.7% | -41.0% |
| 30D | -75.1% | +18.8% | -93.9% | -73.5% |
| 3M | -82.4% | +15.7% | -98.1% | -81.5% |
| 6M | -95.5% | +46.7% | -142.2% | -94.5% |
| YTD | -93.1% | +48.9% | -142.0% | -91.1% |
| 1Y | -97.8% | +43.5% | -141.3% | -97.2% |
| All | -97.6% | +28.3% | -125.9% | -97.1% |
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