+938.5%
IGV vs LH
+967.5%
-29.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.3% | +1.1% | +1.3% | +1.9% |
| 30D | -6.0% | +16.7% | -22.7% | -11.7% |
| 3M | -4.8% | +15.1% | -19.9% | -10.2% |
| 6M | +14.2% | +46.3% | -32.1% | -2.4% |
| YTD | -4.2% | +48.8% | -53.0% | -19.1% |
| 1Y | -5.3% | +39.7% | -45.0% | -18.0% |
| 3Y | +38.8% | +87.0% | -48.3% | +5.0% |
| 5Y | +14.2% | +53.0% | -38.8% | -7.2% |
| 10Y | +357.6% | +264.3% | +93.2% | +152.5% |
| All | +938.5% | +967.5% | -29.1% | +284.6% |
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