-97.4%
IRE vs LH
+49.3%
-146.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.0% |
| 7D | -15.5% | +4.6% | -20.1% | -13.7% |
| 30D | -70.4% | +19.1% | -89.5% | -67.9% |
| 3M | -81.6% | +16.7% | -98.4% | -80.3% |
| 6M | -94.7% | +47.0% | -141.7% | -92.9% |
| YTD | -91.8% | +49.3% | -141.1% | -87.4% |
| All | -97.4% | +49.3% | -146.7% | -96.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling