+23.1%
IGV vs LH
+27.0%
-3.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.3% |
| 7D | -2.9% | -4.7% | +1.8% | -1.1% |
| 30D | -1.5% | -3.5% | +2.0% | -0.2% |
| 3M | +11.7% | +17.7% | -6.0% | +4.4% |
| 6M | +18.4% | +15.8% | +2.7% | +11.2% |
| YTD | -3.9% | +25.1% | -29.0% | -13.2% |
| 1Y | -9.7% | +12.5% | -22.2% | -14.8% |
| 3Y | +38.4% | +59.8% | -21.3% | +7.6% |
| All | +23.1% | +27.0% | -3.8% | +6.0% |
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