+726.5%
IWD vs LH
+2,403.0%
-1,676.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -0.3% | -2.5% | +2.2% | +0.5% |
| 30D | +0.6% | +4.3% | -3.8% | -0.7% |
| 3M | +7.2% | +25.5% | -18.3% | -0.2% |
| 6M | +16.2% | +17.0% | -0.8% | +10.4% |
| YTD | +23.3% | +31.3% | -7.9% | +12.9% |
| 1Y | +29.6% | +20.0% | +9.6% | +21.6% |
| 3Y | +70.5% | +63.9% | +6.6% | +44.0% |
| 5Y | +73.5% | +30.9% | +42.6% | +55.0% |
| 10Y | +198.3% | +191.4% | +6.9% | +103.5% |
| All | +726.5% | +2,403.0% | -1,676.5% | +317.7% |
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