+149.7%
EXE vs LH
+99.6%
+50.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +2.9% | +2.5% | +0.4% | +2.4% |
| 30D | -4.9% | +18.7% | -23.7% | -8.1% |
| 3M | -8.3% | +15.3% | -23.6% | -10.9% |
| 6M | -7.8% | +45.4% | -53.2% | -15.1% |
| YTD | -19.0% | +49.5% | -68.5% | -26.2% |
| 1Y | -24.8% | +41.4% | -66.2% | -30.6% |
| 3Y | +20.8% | +87.6% | -66.8% | +2.5% |
| 5Y | +76.2% | +53.8% | +22.4% | +46.3% |
| All | +149.7% | +99.6% | +50.1% | +118.3% |
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