+700.6%
IYR vs LH
+2,269.1%
-1,568.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -1.2% | -2.5% | +1.2% | -0.5% |
| 30D | -2.9% | +4.3% | -7.2% | -4.2% |
| 3M | +0.8% | +25.5% | -24.7% | -6.4% |
| 6M | +1.9% | +17.0% | -15.1% | -3.4% |
| YTD | +9.6% | +31.3% | -21.6% | +0.1% |
| 1Y | +8.1% | +20.0% | -11.9% | +1.3% |
| 3Y | +29.2% | +63.9% | -34.7% | +8.9% |
| 5Y | +4.3% | +30.9% | -26.6% | -6.7% |
| 10Y | +64.7% | +191.4% | -126.7% | +12.6% |
| All | +700.6% | +2,269.1% | -1,568.5% | +329.8% |
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