+175.1%
LH vs EXEL
+386.3%
-211.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.2% |
| 7D | -7.4% | -2.9% | -4.5% | -7.0% |
| 30D | -4.6% | +11.9% | -16.5% | -6.2% |
| 3M | +14.5% | +9.2% | +5.3% | +12.8% |
| 6M | +14.8% | +39.1% | -24.3% | +8.9% |
| YTD | +23.3% | +31.0% | -7.8% | +17.7% |
| 1Y | +13.6% | +52.3% | -38.7% | +5.6% |
| 3Y | +56.3% | +159.7% | -103.4% | +30.5% |
| 5Y | +25.2% | +187.7% | -162.5% | +1.2% |
| All | +175.1% | +386.3% | -211.2% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling