+180.8%
IRM vs LH
+54.7%
+126.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +6.8% | +1.1% | +5.7% | +6.4% |
| 30D | +2.6% | +16.7% | -14.1% | -3.6% |
| 3M | -9.5% | +15.1% | -24.6% | -14.7% |
| 6M | -8.5% | +46.3% | -54.8% | -22.4% |
| YTD | +40.3% | +48.8% | -8.5% | +17.1% |
| 1Y | +28.7% | +39.7% | -11.0% | +10.6% |
| 3Y | +111.8% | +87.0% | +24.8% | +54.8% |
| All | +180.8% | +54.7% | +126.1% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling