+434.2%
IRM vs LH
+183.3%
+250.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.4% |
| 7D | -1.4% | -4.7% | +3.3% | +0.4% |
| 30D | -7.4% | -3.5% | -3.9% | -6.2% |
| 3M | -7.4% | +17.7% | -25.0% | -13.4% |
| 6M | +8.7% | +15.8% | -7.1% | +2.0% |
| YTD | +40.9% | +25.1% | +15.8% | +27.8% |
| 1Y | +20.5% | +12.5% | +8.0% | +13.7% |
| 3Y | +101.7% | +59.8% | +41.9% | +63.5% |
| 5Y | +197.7% | +27.1% | +170.6% | +159.4% |
| All | +434.2% | +183.3% | +250.9% | +224.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling