+1,104.4%
IVZ vs LH
+1,067.3%
+37.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.5% |
| 7D | +0.6% | -2.5% | +3.1% | +1.3% |
| 30D | +4.0% | +4.3% | -0.3% | +2.7% |
| 3M | +18.2% | +25.5% | -7.3% | +10.7% |
| 6M | +32.8% | +17.0% | +15.9% | +26.9% |
| YTD | +28.7% | +31.3% | -2.5% | +18.9% |
| 1Y | +55.4% | +20.0% | +35.4% | +46.7% |
| 3Y | +135.2% | +63.9% | +71.3% | +103.3% |
| 5Y | +64.2% | +30.9% | +33.3% | +50.4% |
| 10Y | +64.6% | +191.4% | -126.8% | +22.9% |
| All | +1,104.4% | +1,067.3% | +37.1% | +601.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling