+515.6%
IQV vs LH
+322.7%
+192.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +0.3% | -0.8% | +1.2% | +0.9% |
| 30D | +8.6% | +2.0% | +6.6% | +7.3% |
| 3M | +41.1% | +24.3% | +16.9% | +23.4% |
| 6M | +48.6% | +21.1% | +27.5% | +32.3% |
| YTD | +15.0% | +30.4% | -15.5% | -2.8% |
| 1Y | +38.1% | +18.4% | +19.7% | +23.3% |
| 3Y | +21.4% | +65.5% | -44.1% | -12.0% |
| 5Y | -1.0% | +29.9% | -30.9% | -17.7% |
| 10Y | +233.0% | +186.6% | +46.3% | +67.0% |
| All | +515.6% | +322.7% | +192.9% | +155.9% |
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