-97.7%
IRE vs LH
+28.8%
-126.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | 0.0% | -13.5% | -13.5% |
| 7D | +11.1% | +2.5% | +8.6% | +11.6% |
| 30D | -75.2% | +18.7% | -93.9% | -73.7% |
| 3M | -86.4% | +15.3% | -101.7% | -85.7% |
| 6M | -94.8% | +45.4% | -140.2% | -93.6% |
| YTD | -93.3% | +49.5% | -142.8% | -91.4% |
| 1Y | -97.5% | +41.4% | -138.9% | -96.8% |
| All | -97.7% | +28.8% | -126.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling