+143.5%
IWM vs LH
+261.9%
-118.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.4% | +1.1% | +0.3% | +0.9% |
| 30D | +2.3% | +16.7% | -14.5% | -4.9% |
| 3M | -8.3% | +15.1% | -23.4% | -14.4% |
| 6M | -1.3% | +46.3% | -47.7% | -18.0% |
| YTD | +13.5% | +48.8% | -35.3% | -6.9% |
| 1Y | +18.4% | +39.7% | -21.3% | +0.1% |
| 3Y | +69.6% | +87.0% | -17.4% | +22.2% |
| 5Y | +23.3% | +53.0% | -29.7% | -3.9% |
| All | +143.5% | +261.9% | -118.3% | +20.1% |
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