+973.2%
IGV vs LH
+841.9%
+131.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.7% |
| 7D | -4.5% | -2.5% | -2.0% | -3.6% |
| 30D | +3.2% | +4.3% | -1.1% | +1.5% |
| 3M | +4.5% | +25.5% | -21.0% | -4.8% |
| 6M | +22.1% | +17.0% | +5.1% | +14.2% |
| YTD | -1.0% | +31.3% | -32.3% | -11.9% |
| 1Y | -2.1% | +20.0% | -22.1% | -10.1% |
| 3Y | +44.6% | +63.9% | -19.3% | +15.4% |
| 5Y | +22.2% | +30.9% | -8.7% | +5.8% |
| 10Y | +364.7% | +191.4% | +173.3% | +179.7% |
| All | +973.2% | +841.9% | +131.2% | +318.9% |
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