+129.6%
IEF vs LH
+1,182.2%
-1,052.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.1% | -0.8% | +0.9% | 0.0% |
| 30D | -0.7% | +2.0% | -2.7% | -0.7% |
| 3M | -0.4% | +24.3% | -24.7% | +0.2% |
| 6M | -2.5% | +21.1% | -23.5% | -1.9% |
| YTD | -1.6% | +30.4% | -32.0% | -0.8% |
| 1Y | -1.3% | +18.4% | -19.7% | -0.8% |
| 3Y | +10.1% | +65.5% | -55.4% | +12.0% |
| 5Y | -8.3% | +29.9% | -38.2% | -7.5% |
| 10Y | +4.5% | +186.6% | -182.2% | +10.4% |
| All | +129.6% | +1,182.2% | -1,052.6% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling