+10,042.6%
IRM vs LH
+1,816.5%
+8,226.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | -0.5% | -2.5% | +2.0% | 0.0% |
| 30D | -8.1% | +4.3% | -12.4% | -8.8% |
| 3M | -9.7% | +25.5% | -35.2% | -13.5% |
| 6M | +10.0% | +17.0% | -7.0% | +6.6% |
| YTD | +43.0% | +31.3% | +11.7% | +35.5% |
| 1Y | +32.7% | +20.0% | +12.7% | +27.7% |
| 3Y | +102.7% | +63.9% | +38.9% | +83.9% |
| 5Y | +187.6% | +30.9% | +156.7% | +170.1% |
| 10Y | +420.1% | +191.4% | +228.7% | +321.6% |
| All | +10,042.6% | +1,816.5% | +8,226.1% | +6,418.3% |
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