+30.0%
LH vs IBN
+54.0%
-24.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.8% |
| 7D | -3.2% | -5.1% | +1.9% | -2.1% |
| 30D | +0.1% | -3.5% | +3.7% | +0.9% |
| 3M | +18.6% | +11.3% | +7.3% | +16.0% |
| 6M | +17.9% | +4.4% | +13.5% | +16.7% |
| YTD | +28.9% | -1.8% | +30.7% | +28.9% |
| 1Y | +16.6% | -8.0% | +24.6% | +18.0% |
| 3Y | +63.6% | +27.1% | +36.5% | +52.1% |
| 5Y | +30.0% | +54.5% | -24.5% | +12.6% |
| All | +30.0% | +54.0% | -24.0% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling