-77.9%
IRE vs LH
+15.9%
-93.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.9% | +38.7% | +39.1% |
| 7D | -27.2% | +1.4% | -28.6% | -26.4% |
| 30D | -75.1% | +17.5% | -92.6% | -76.0% |
| 3M | -77.9% | +16.1% | -93.9% | -79.6% |
| All | -77.9% | +15.9% | -93.8% | -79.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling