+179.2%
LH vs IFF
-20.3%
+199.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -4.7% | -3.2% | -1.5% | -3.7% |
| 30D | -3.5% | -0.3% | -3.2% | -3.4% |
| 3M | +17.7% | +8.4% | +9.3% | +14.3% |
| 6M | +15.8% | +23.0% | -7.3% | +6.8% |
| YTD | +25.1% | +25.5% | -0.4% | +14.3% |
| 1Y | +12.5% | +29.1% | -16.6% | +1.5% |
| 3Y | +59.8% | +31.7% | +28.1% | +39.6% |
| 5Y | +27.1% | -35.2% | +62.3% | +38.8% |
| All | +179.2% | -20.3% | +199.5% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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