+64.7%
IVZ vs LH
+190.8%
-126.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.9% |
| 7D | +0.6% | -2.5% | +3.1% | +2.1% |
| 30D | +4.0% | +4.3% | -0.3% | +1.3% |
| 3M | +18.2% | +25.5% | -7.3% | +2.6% |
| 6M | +32.8% | +17.0% | +15.9% | +20.3% |
| YTD | +28.7% | +31.3% | -2.5% | +8.3% |
| 1Y | +55.4% | +20.0% | +35.4% | +36.8% |
| 3Y | +135.2% | +63.9% | +71.3% | +67.8% |
| 5Y | +64.2% | +30.9% | +33.3% | +32.2% |
| All | +64.7% | +190.8% | -126.1% | -21.1% |
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