+9,849.4%
IRM vs LH
+2,072.1%
+7,777.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.8% | +1.1% | +5.7% | +6.6% |
| 30D | +2.6% | +16.7% | -14.1% | -0.3% |
| 3M | -9.5% | +15.1% | -24.6% | -11.9% |
| 6M | -8.5% | +46.3% | -54.8% | -14.9% |
| YTD | +40.3% | +48.8% | -8.5% | +29.8% |
| 1Y | +28.7% | +39.7% | -11.0% | +20.5% |
| 3Y | +111.8% | +87.0% | +24.8% | +87.4% |
| 5Y | +189.1% | +53.0% | +136.1% | +164.0% |
| 10Y | +519.8% | +264.3% | +255.5% | +384.2% |
| All | +9,849.4% | +2,072.1% | +7,777.4% | +6,143.8% |
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