+2,823.4%
LHX vs IWF
+720.7%
+2,102.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -3.7% | +0.5% | -4.2% | -4.1% |
| 30D | -13.2% | -1.4% | -11.8% | -12.3% |
| 3M | -18.4% | +0.4% | -18.8% | -19.3% |
| 6M | -32.0% | +8.5% | -40.4% | -36.7% |
| YTD | -13.6% | +3.7% | -17.3% | -17.1% |
| 1Y | -6.0% | +8.5% | -14.4% | -12.9% |
| 3Y | +57.9% | +78.5% | -20.6% | -4.0% |
| 5Y | +19.2% | +73.6% | -54.4% | -29.8% |
| 10Y | +232.3% | +421.3% | -189.0% | -29.3% |
| All | +2,823.4% | +720.7% | +2,102.7% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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