+57.3%
LLY vs IJH
+17.8%
+39.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +10.1% | +1.7% | +8.4% | +9.6% |
| 30D | +24.0% | +1.2% | +22.8% | +23.6% |
| 3M | +27.3% | -3.4% | +30.7% | +28.3% |
| 6M | +47.0% | +3.7% | +43.3% | +43.2% |
| YTD | +32.6% | +13.9% | +18.7% | +22.6% |
| 1Y | +57.3% | +17.4% | +39.9% | +43.0% |
| All | +57.3% | +17.8% | +39.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling