+30.0%
LH vs IAG
+804.8%
-774.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | -3.2% | +1.7% | -4.9% | -3.3% |
| 30D | +0.1% | +11.4% | -11.3% | -0.5% |
| 3M | +18.6% | +33.0% | -14.4% | +16.6% |
| 6M | +17.9% | -6.0% | +23.9% | +17.8% |
| YTD | +28.9% | +24.6% | +4.4% | +26.6% |
| 1Y | +16.6% | +105.0% | -88.4% | +11.3% |
| 3Y | +63.6% | +837.9% | -774.3% | +39.6% |
| 5Y | +30.0% | +817.0% | -786.9% | +9.6% |
| All | +30.0% | +804.8% | -774.8% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling