+75.1%
IWF vs LH
+27.0%
+48.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | -0.9% | -4.7% | +3.8% | +0.6% |
| 30D | -1.7% | -3.5% | +1.8% | -0.7% |
| 3M | +0.7% | +17.7% | -17.0% | -4.9% |
| 6M | +8.6% | +15.8% | -7.2% | +2.9% |
| YTD | +3.5% | +25.1% | -21.6% | -4.9% |
| 1Y | +7.0% | +12.5% | -5.5% | +1.9% |
| 3Y | +76.3% | +59.8% | +16.6% | +43.1% |
| All | +75.1% | +27.0% | +48.1% | +51.4% |
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