+188.3%
ITW vs LH
+183.3%
+5.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.5% |
| 7D | -0.7% | -4.7% | +4.0% | +1.3% |
| 30D | -8.3% | -3.5% | -4.8% | -7.0% |
| 3M | +6.0% | +17.7% | -11.7% | -1.6% |
| 6M | 0.0% | +15.8% | -15.8% | -6.7% |
| YTD | +10.2% | +25.1% | -14.9% | -0.8% |
| 1Y | +3.2% | +12.5% | -9.3% | -2.9% |
| 3Y | +21.0% | +59.8% | -38.8% | -4.2% |
| 5Y | +37.9% | +27.1% | +10.8% | +18.9% |
| All | +188.3% | +183.3% | +5.0% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling