+8,177.6%
ITW vs LH
+1,355.8%
+6,821.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.6% |
| 7D | -1.9% | -3.2% | +1.3% | -1.4% |
| 30D | -10.4% | +0.1% | -10.5% | -10.4% |
| 3M | +3.5% | +18.6% | -15.1% | +0.7% |
| 6M | -3.4% | +17.9% | -21.3% | -5.9% |
| YTD | +8.5% | +28.9% | -20.4% | +4.1% |
| 1Y | +3.2% | +16.6% | -13.4% | +0.6% |
| 3Y | +18.9% | +63.6% | -44.7% | +9.6% |
| 5Y | +35.0% | +30.0% | +5.0% | +28.3% |
| 10Y | +188.6% | +191.9% | -3.3% | +142.8% |
| All | +8,177.6% | +1,355.8% | +6,821.8% | +5,427.7% |
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