+256.7%
LH vs EXEL
+320.7%
-64.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +16.7% | +13.1% | +3.6% | +14.4% |
| 3M | +15.1% | +36.3% | -21.2% | +9.4% |
| 6M | +46.3% | +34.5% | +11.8% | +39.2% |
| YTD | +48.8% | +57.4% | -8.7% | +37.5% |
| 1Y | +39.7% | +62.9% | -23.2% | +28.3% |
| 3Y | +87.0% | +229.5% | -142.5% | +48.2% |
| 5Y | +53.0% | +281.2% | -228.2% | +16.4% |
| All | +256.7% | +320.7% | -64.0% | +151.2% |
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