+865.6%
LH vs ITOT
+885.8%
-20.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | -3.2% | -0.4% | -2.8% | -2.9% |
| 30D | +0.1% | -1.6% | +1.7% | +1.2% |
| 3M | +18.6% | +3.5% | +15.1% | +15.6% |
| 6M | +17.9% | +13.1% | +4.8% | +8.0% |
| YTD | +28.9% | +12.7% | +16.2% | +18.2% |
| 1Y | +16.6% | +18.3% | -1.7% | +3.3% |
| 3Y | +63.6% | +76.4% | -12.8% | +8.6% |
| 5Y | +30.0% | +73.8% | -43.7% | -13.6% |
| 10Y | +191.9% | +301.2% | -109.3% | +13.1% |
| All | +865.6% | +885.8% | -20.2% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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