+212.3%
IEFA vs LH
+361.2%
-148.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.5% | -3.2% | +2.7% | +0.6% |
| 30D | -1.1% | +0.1% | -1.3% | -1.2% |
| 3M | +5.1% | +18.6% | -13.6% | -0.8% |
| 6M | +9.3% | +17.9% | -8.6% | +3.2% |
| YTD | +13.0% | +28.9% | -16.0% | +3.3% |
| 1Y | +19.2% | +16.6% | +2.5% | +12.4% |
| 3Y | +67.0% | +63.6% | +3.4% | +38.4% |
| 5Y | +51.1% | +30.0% | +21.1% | +33.4% |
| 10Y | +146.5% | +191.9% | -45.4% | +54.7% |
| All | +212.3% | +361.2% | -148.9% | +65.7% |
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