+19.4%
EXE vs LH
+87.4%
-68.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +2.9% | +2.5% | +0.4% | +2.7% |
| 30D | -4.9% | +18.7% | -23.7% | -6.6% |
| 3M | -8.3% | +15.3% | -23.6% | -9.6% |
| 6M | -7.8% | +45.4% | -53.2% | -12.4% |
| YTD | -19.0% | +49.5% | -68.5% | -23.8% |
| 1Y | -24.8% | +41.4% | -66.2% | -28.4% |
| All | +19.4% | +87.4% | -68.0% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling