+256.7%
LH vs IBN
+385.6%
-128.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | +16.7% | +22.1% | -5.4% | +10.9% |
| 3M | +15.1% | +17.1% | -2.0% | +10.4% |
| 6M | +46.3% | +35.5% | +10.8% | +35.2% |
| YTD | +48.8% | +16.8% | +32.0% | +42.3% |
| 1Y | +39.7% | +12.4% | +27.3% | +34.9% |
| 3Y | +87.0% | +58.0% | +29.0% | +63.2% |
| 5Y | +53.0% | +73.7% | -20.7% | +28.7% |
| All | +256.7% | +385.6% | -128.9% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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