+20.7%
EXE vs LH
+64.5%
-43.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | +6.4% | +2.0% | +4.4% | +6.1% |
| 3M | +9.2% | +24.3% | -15.0% | +5.4% |
| 6M | -7.0% | +21.1% | -28.0% | -10.0% |
| YTD | -9.5% | +30.4% | -39.9% | -13.9% |
| 1Y | +6.2% | +18.4% | -12.2% | +3.0% |
| 3Y | +20.7% | +65.5% | -44.7% | +6.5% |
| All | +20.7% | +64.5% | -43.7% | +6.5% |
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