+16.1%
IWM vs LH
+48.9%
-32.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.3% | +4.8% | -4.5% | -0.6% |
| 30D | +0.6% | +18.8% | -18.2% | -2.7% |
| 3M | -6.2% | +15.7% | -21.9% | -8.9% |
| 6M | -0.8% | +46.7% | -47.4% | -8.8% |
| YTD | +14.8% | +48.9% | -34.2% | +4.2% |
| 1Y | +16.1% | +43.5% | -27.3% | +7.1% |
| All | +16.1% | +48.9% | -32.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling