+18.8%
LH vs EXEL
+52.4%
-33.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -3.2% | -0.3% | -2.8% | -3.2% |
| 30D | +0.1% | +10.1% | -10.0% | -0.7% |
| 3M | +18.6% | +10.1% | +8.6% | +17.6% |
| 6M | +17.9% | +37.7% | -19.7% | +15.5% |
| YTD | +28.9% | +33.1% | -4.1% | +26.2% |
| All | +18.8% | +52.4% | -33.5% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling