-97.1%
IRE vs LH
+26.8%
-123.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.9% | +38.7% | +39.8% |
| 7D | -27.2% | +1.4% | -28.6% | -26.5% |
| 30D | -75.1% | +17.5% | -92.6% | -73.6% |
| 3M | -77.9% | +16.1% | -93.9% | -76.7% |
| 6M | -94.6% | +43.4% | -137.9% | -93.3% |
| YTD | -91.5% | +47.2% | -138.7% | -89.2% |
| 1Y | -97.8% | +50.1% | -148.0% | -97.2% |
| All | -97.1% | +26.8% | -123.9% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling