+51.7%
IVZ vs LH
+17.9%
+33.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +3.1% | +2.0% | +1.1% | +2.8% |
| 3M | +18.2% | +24.3% | -6.1% | +14.7% |
| 6M | +38.6% | +21.1% | +17.6% | +34.9% |
| YTD | +25.9% | +30.4% | -4.5% | +22.8% |
| 1Y | +51.7% | +18.4% | +33.3% | +46.2% |
| All | +51.7% | +17.9% | +33.8% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling