+196.3%
IWD vs LH
+192.0%
+4.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -1.2% | -3.2% | +2.0% | +0.1% |
| 30D | -1.6% | +0.1% | -1.8% | -1.7% |
| 3M | +7.0% | +18.6% | -11.6% | -0.1% |
| 6M | +17.0% | +17.9% | -1.0% | +9.2% |
| YTD | +21.6% | +28.9% | -7.3% | +9.3% |
| 1Y | +28.0% | +16.6% | +11.4% | +19.3% |
| 3Y | +70.6% | +63.6% | +7.0% | +36.6% |
| 5Y | +73.3% | +30.0% | +43.3% | +49.8% |
| All | +196.3% | +192.0% | +4.3% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling