+50.5%
IVZ vs LH
+259.5%
-208.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.3% | +5.9% |
| 7D | +4.1% | +4.6% | -0.5% | +1.5% |
| 30D | -2.0% | +19.1% | -21.2% | -11.7% |
| 3M | -7.8% | +16.7% | -24.6% | -16.3% |
| 6M | +6.3% | +47.0% | -40.7% | -16.4% |
| YTD | +12.6% | +49.3% | -36.8% | -12.8% |
| 1Y | +27.6% | +48.6% | -21.0% | -1.1% |
| 3Y | +154.0% | +87.8% | +66.2% | +65.7% |
| 5Y | +37.3% | +65.0% | -27.7% | -4.7% |
| 10Y | +50.5% | +275.0% | -224.4% | -41.6% |
| All | +50.5% | +259.5% | -208.9% | -41.6% |
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