+387.3%
IWF vs LH
+261.9%
+125.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +2.8% | +1.1% | +1.7% | +2.4% |
| 30D | -7.5% | +16.7% | -24.3% | -13.0% |
| 3M | -8.5% | +15.1% | -23.6% | -13.6% |
| 6M | -7.4% | +46.3% | -53.7% | -20.7% |
| YTD | -2.6% | +48.8% | -51.4% | -17.6% |
| 1Y | -1.8% | +39.7% | -41.5% | -14.8% |
| 3Y | +65.5% | +87.0% | -21.6% | +24.6% |
| 5Y | +55.8% | +53.0% | +2.8% | +25.7% |
| All | +387.3% | +261.9% | +125.4% | +166.5% |
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