+33.6%
IVZ vs LH
+54.4%
-20.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.1% | +2.5% | +2.7% | +3.9% |
| 30D | -1.6% | +18.7% | -20.3% | -9.8% |
| 3M | -9.1% | +15.3% | -24.5% | -15.8% |
| 6M | +1.8% | +45.4% | -43.6% | -17.1% |
| YTD | +10.8% | +49.5% | -38.7% | -11.6% |
| 1Y | +19.1% | +41.4% | -22.3% | -2.1% |
| 3Y | +144.4% | +87.6% | +56.8% | +64.1% |
| 5Y | +33.6% | +53.8% | -20.2% | -10.6% |
| All | +33.6% | +54.4% | -20.8% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling