+671.1%
IWF vs LH
+2,736.8%
-2,065.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +2.8% | +1.1% | +1.7% | +2.5% |
| 30D | -7.5% | +16.7% | -24.3% | -12.0% |
| 3M | -8.5% | +15.1% | -23.6% | -12.6% |
| 6M | -7.4% | +46.3% | -53.7% | -18.2% |
| YTD | -2.6% | +48.8% | -51.4% | -14.7% |
| 1Y | -1.8% | +39.7% | -41.5% | -12.3% |
| 3Y | +65.5% | +87.0% | -21.6% | +33.0% |
| 5Y | +55.8% | +53.0% | +2.8% | +32.2% |
| 10Y | +384.9% | +264.3% | +120.5% | +207.3% |
| All | +671.1% | +2,736.8% | -2,065.7% | +246.4% |
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 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