-20.3%
IREN vs LH
+58.0%
-78.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.6% | -6.5% |
| 7D | +8.0% | +2.5% | +5.6% | +6.5% |
| 30D | -44.0% | +18.7% | -62.7% | -49.8% |
| 3M | -55.4% | +15.3% | -70.7% | -59.4% |
| 6M | -65.6% | +45.4% | -110.9% | -73.5% |
| YTD | -48.4% | +49.5% | -97.9% | -61.7% |
| 1Y | -65.0% | +41.4% | -106.4% | -73.0% |
| 3Y | +558.1% | +87.6% | +470.5% | +277.0% |
| All | -20.3% | +58.0% | -78.3% | -52.8% |
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