-94.6%
IRE vs LH
+43.3%
-137.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.9% | +38.7% | +40.1% |
| 7D | -27.2% | +1.4% | -28.6% | -25.8% |
| 30D | -75.1% | +17.5% | -92.6% | -71.0% |
| 3M | -77.9% | +16.1% | -93.9% | -74.7% |
| 6M | -94.6% | +43.4% | -137.9% | -85.5% |
| All | -94.6% | +43.3% | -137.9% | -85.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling