+256.7%
LH vs IAG
+389.3%
-132.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.5% |
| 7D | +1.1% | -7.7% | +8.7% | +1.4% |
| 30D | +16.7% | +1.6% | +15.2% | +16.5% |
| 3M | +15.1% | -2.4% | +17.5% | +15.0% |
| 6M | +46.3% | -7.8% | +54.2% | +46.3% |
| YTD | +48.8% | +5.0% | +43.7% | +47.3% |
| 1Y | +39.7% | +25.7% | +14.0% | +37.0% |
| 3Y | +87.0% | +694.5% | -607.5% | +64.6% |
| 5Y | +53.0% | +421.7% | -368.7% | +33.8% |
| All | +256.7% | +389.3% | -132.6% | +204.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling