+87.0%
LH vs IAG
+663.0%
-576.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +46.5% |
| YTD | +48.8% | +5.0% | +43.7% | +47.6% |
| 1Y | +39.7% | +25.7% | +14.0% | +37.3% |
| 3Y | +87.0% | +694.5% | -607.5% | +57.1% |
| All | +87.0% | +663.0% | -576.0% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling