-9.2%
IEF vs LH
+23.7%
-32.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.6% |
| 7D | -1.2% | -7.4% | +6.2% | -0.8% |
| 30D | -1.5% | -4.6% | +3.1% | -1.3% |
| 3M | -1.7% | +14.5% | -16.2% | -2.3% |
| 6M | -3.5% | +14.8% | -18.3% | -4.2% |
| YTD | -2.6% | +23.3% | -25.9% | -3.6% |
| 1Y | -2.4% | +13.6% | -16.0% | -3.1% |
| 3Y | +8.9% | +56.3% | -47.4% | +6.3% |
| 5Y | -9.2% | +25.2% | -34.5% | -12.2% |
| All | -9.2% | +23.7% | -32.9% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling