-23.1%
EXE vs LH
+41.3%
-64.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +5.3% | +1.1% | +4.3% | +5.5% |
| 30D | -2.2% | +16.7% | -18.9% | +0.1% |
| 3M | -5.9% | +15.1% | -21.0% | -3.8% |
| 6M | -5.7% | +46.3% | -52.0% | -1.6% |
| YTD | -17.8% | +48.8% | -66.6% | -13.1% |
| 1Y | -23.1% | +39.7% | -62.8% | -18.4% |
| All | -23.1% | +41.3% | -64.5% | -18.4% |
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