+4.2%
ITW vs LH
+20.0%
-15.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -3.6% | -2.5% | -1.1% | -2.7% |
| 30D | -9.1% | +4.3% | -13.5% | -10.6% |
| 3M | +8.2% | +25.5% | -17.3% | -0.6% |
| 6M | -4.8% | +17.0% | -21.7% | -10.5% |
| YTD | +11.0% | +31.3% | -20.2% | +0.2% |
| 1Y | +4.2% | +20.0% | -15.7% | -3.9% |
| All | +4.2% | +20.0% | -15.7% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling