+19.5%
IVZ vs LH
+49.6%
-30.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -2.4% | +1.4% | -3.9% | -2.8% |
| 30D | -11.2% | +17.5% | -28.7% | -13.9% |
| 3M | -14.0% | +16.1% | -30.0% | -16.5% |
| 6M | +0.5% | +43.4% | -42.9% | -7.4% |
| YTD | +5.4% | +47.2% | -41.8% | -2.4% |
| 1Y | +19.5% | +50.1% | -30.7% | +10.5% |
| All | +19.5% | +49.6% | -30.1% | +10.5% |
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