-82.0%
IRE vs LH
+12.4%
-94.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.6% | +10.9% | +10.0% |
| 7D | +58.9% | -0.8% | +59.7% | +58.3% |
| 30D | +17.2% | +2.0% | +15.2% | +18.1% |
| 3M | -58.6% | +24.3% | -82.9% | -51.0% |
| 6M | -23.5% | +21.1% | -44.5% | -10.2% |
| YTD | -47.4% | +30.4% | -77.9% | -35.7% |
| All | -82.0% | +12.4% | -94.4% | -78.6% |
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 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