+356.3%
IGV vs LH
+179.1%
+177.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +1.2% |
| 7D | -5.4% | -7.4% | +2.0% | -2.3% |
| 30D | -2.6% | -4.6% | +2.0% | -0.8% |
| 3M | +10.5% | +14.5% | -4.0% | +4.1% |
| 6M | +18.2% | +14.8% | +3.4% | +11.0% |
| YTD | -4.2% | +23.3% | -27.5% | -13.2% |
| 1Y | -9.8% | +13.6% | -23.4% | -15.7% |
| 3Y | +39.1% | +56.3% | -17.2% | +10.7% |
| 5Y | +21.2% | +25.2% | -4.0% | +5.2% |
| All | +356.3% | +179.1% | +177.2% | +170.2% |
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 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