+47.2%
LH vs IAG
+56.5%
-9.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +10.2% | -6.3% | +3.4% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | +19.2% | -5.3% | +24.4% | +19.3% |
| 3M | +18.0% | +18.0% | 0.0% | +17.1% |
| 6M | +46.1% | +7.1% | +39.0% | +45.2% |
| YTD | +47.7% | +5.9% | +41.7% | +47.9% |
| 1Y | +47.2% | +59.4% | -12.2% | +42.9% |
| All | +47.2% | +56.5% | -9.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling