+9,922.0%
IRM vs LH
+2,082.8%
+7,839.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +8.6% | +2.5% | +6.1% | +8.1% |
| 30D | 0.0% | +18.7% | -18.7% | -3.2% |
| 3M | -7.1% | +15.3% | -22.5% | -9.7% |
| 6M | -7.9% | +45.4% | -53.3% | -14.2% |
| YTD | +41.3% | +49.5% | -8.2% | +30.6% |
| 1Y | +20.7% | +41.4% | -20.6% | +12.8% |
| 3Y | +112.2% | +87.6% | +24.5% | +87.6% |
| 5Y | +191.2% | +53.8% | +137.5% | +165.6% |
| 10Y | +524.3% | +266.2% | +258.2% | +387.3% |
| All | +9,922.0% | +2,082.8% | +7,839.2% | +6,183.7% |
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 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