+745.9%
IWD vs LH
+2,750.9%
-2,004.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | +2.5% | -0.8% | +0.9% |
| 30D | +3.2% | +18.7% | -15.5% | -2.2% |
| 3M | +2.3% | +15.3% | -13.0% | -2.3% |
| 6M | +12.9% | +45.4% | -32.4% | +0.2% |
| YTD | +26.2% | +49.5% | -23.3% | +10.8% |
| 1Y | +28.3% | +41.4% | -13.1% | +14.5% |
| 3Y | +84.4% | +87.6% | -3.2% | +49.2% |
| 5Y | +73.0% | +53.8% | +19.2% | +47.0% |
| 10Y | +203.3% | +266.2% | -62.8% | +93.7% |
| All | +745.9% | +2,750.9% | -2,004.9% | +309.8% |
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