+886.2%
IVZ vs LH
+1,209.0%
-322.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.1% |
| 3M | -14.0% | +16.1% | -30.0% | -17.6% |
| 6M | +0.5% | +43.4% | -42.9% | -9.5% |
| YTD | +5.4% | +47.2% | -41.8% | -5.8% |
| 1Y | +19.5% | +50.1% | -30.7% | +6.1% |
| 3Y | +128.7% | +81.2% | +47.5% | +92.0% |
| 5Y | +28.8% | +63.7% | -35.0% | +10.9% |
| 10Y | +52.3% | +269.2% | -216.9% | +7.3% |
| All | +886.2% | +1,209.0% | -322.8% | +455.4% |
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