+201.7%
IWD vs LH
+261.9%
-60.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.3% | +1.1% | +1.2% | +1.9% |
| 30D | +3.6% | +16.7% | -13.2% | -2.6% |
| 3M | +2.2% | +15.1% | -12.9% | -3.6% |
| 6M | +13.0% | +46.3% | -33.4% | -3.4% |
| YTD | +26.5% | +48.8% | -22.3% | +7.1% |
| 1Y | +30.1% | +39.7% | -9.6% | +12.9% |
| 3Y | +84.9% | +87.0% | -2.2% | +39.8% |
| 5Y | +73.4% | +53.0% | +20.4% | +40.0% |
| All | +201.7% | +261.9% | -60.2% | +65.6% |
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 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