+192.8%
IRM vs LH
+28.2%
+164.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | +3.0% | -3.2% | +6.2% | +4.3% |
| 30D | -5.2% | +0.1% | -5.4% | -5.4% |
| 3M | -8.0% | +18.6% | -26.7% | -14.4% |
| 6M | +9.2% | +17.9% | -8.8% | +1.5% |
| YTD | +41.0% | +28.9% | +12.1% | +25.6% |
| 1Y | +23.3% | +16.6% | +6.6% | +14.5% |
| 3Y | +102.8% | +63.6% | +39.3% | +58.9% |
| 5Y | +192.8% | +30.0% | +162.8% | +138.1% |
| All | +192.8% | +28.2% | +164.6% | +138.1% |
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