+187.8%
LH vs EXEL
+393.9%
-206.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -3.2% | -0.3% | -2.8% | -3.1% |
| 30D | +0.1% | +10.1% | -10.0% | -1.3% |
| 3M | +18.6% | +10.1% | +8.6% | +16.7% |
| 6M | +17.9% | +37.7% | -19.7% | +12.0% |
| YTD | +28.9% | +33.1% | -4.1% | +22.9% |
| 1Y | +16.6% | +52.4% | -35.8% | +8.4% |
| 3Y | +63.6% | +163.8% | -100.3% | +36.2% |
| 5Y | +30.0% | +198.5% | -168.5% | +4.5% |
| All | +187.8% | +393.9% | -206.1% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling