+73.6%
IWD vs LH
+31.3%
+42.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.2% | -0.8% | +0.7% | +0.1% |
| 30D | -0.8% | +2.0% | -2.8% | -1.5% |
| 3M | +8.0% | +24.3% | -16.2% | +0.3% |
| 6M | +18.2% | +21.1% | -2.9% | +10.5% |
| YTD | +22.3% | +30.4% | -8.1% | +11.2% |
| 1Y | +28.9% | +18.4% | +10.5% | +20.9% |
| 3Y | +71.5% | +65.5% | +6.1% | +40.5% |
| 5Y | +73.6% | +29.9% | +43.7% | +49.0% |
| All | +73.6% | +31.3% | +42.3% | +49.0% |
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