+140.3%
IVZ vs LH
+64.2%
+76.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | +0.6% | -2.5% | +3.1% | +1.6% |
| 30D | +4.0% | +4.3% | -0.3% | +2.2% |
| 3M | +18.2% | +25.5% | -7.3% | +7.2% |
| 6M | +32.8% | +17.0% | +15.9% | +24.2% |
| YTD | +28.7% | +31.3% | -2.5% | +14.1% |
| 1Y | +55.4% | +20.0% | +35.4% | +42.6% |
| All | +140.3% | +64.2% | +76.1% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling