+3.6%
IEF vs LH
+183.3%
-179.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.2% |
| 7D | -1.3% | -4.7% | +3.4% | -1.4% |
| 30D | -1.7% | -3.5% | +1.7% | -1.8% |
| 3M | -2.5% | +17.7% | -20.2% | -2.5% |
| 6M | -3.3% | +15.8% | -19.0% | -3.2% |
| YTD | -2.8% | +25.1% | -27.9% | -2.7% |
| 1Y | -2.7% | +12.5% | -15.2% | -2.7% |
| 3Y | +8.9% | +59.8% | -50.9% | +9.4% |
| 5Y | -9.4% | +27.1% | -36.5% | -9.6% |
| All | +3.6% | +183.3% | -179.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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