+174.8%
EXE vs LH
+72.1%
+102.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -2.7% | -3.2% | +0.5% | -2.1% |
| 30D | -0.4% | +0.1% | -0.5% | -0.4% |
| 3M | +9.5% | +18.6% | -9.2% | +5.3% |
| 6M | -9.3% | +17.9% | -27.3% | -12.8% |
| YTD | -10.9% | +28.9% | -39.8% | -16.3% |
| 1Y | +4.3% | +16.6% | -12.3% | +0.3% |
| 3Y | +18.8% | +63.6% | -44.7% | +3.6% |
| 5Y | +101.4% | +30.0% | +71.4% | +72.3% |
| All | +174.8% | +72.1% | +102.7% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling