+738.6%
IVV vs LH
+2,437.3%
-1,698.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -2.7% | +1.4% | -4.1% | -3.1% |
| 30D | -5.4% | +17.5% | -22.9% | -10.0% |
| 3M | -4.1% | +16.1% | -20.1% | -8.5% |
| 6M | +0.7% | +43.4% | -42.6% | -10.1% |
| YTD | +8.7% | +47.2% | -38.5% | -4.0% |
| 1Y | +11.0% | +50.1% | -39.2% | -2.7% |
| 3Y | +75.4% | +81.2% | -5.7% | +43.6% |
| 5Y | +68.3% | +63.7% | +4.6% | +40.5% |
| 10Y | +315.5% | +269.2% | +46.4% | +166.0% |
| All | +738.6% | +2,437.3% | -1,698.7% | +293.8% |
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