+741.9%
IWM vs LH
+2,706.9%
-1,964.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -2.0% | +1.4% | -3.5% | -2.5% |
| 30D | -1.5% | +17.5% | -19.0% | -7.2% |
| 3M | -8.0% | +16.1% | -24.1% | -13.1% |
| 6M | -4.1% | +43.4% | -47.5% | -16.5% |
| YTD | +11.9% | +47.2% | -35.3% | -3.7% |
| 1Y | +15.0% | +50.1% | -35.1% | -1.8% |
| 3Y | +64.2% | +81.2% | -17.0% | +29.5% |
| 5Y | +20.4% | +63.7% | -43.3% | -2.6% |
| 10Y | +168.0% | +269.2% | -101.2% | +58.7% |
| All | +741.9% | +2,706.9% | -1,964.9% | +233.3% |
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