+87.9%
LH vs EXEL
+238.6%
-150.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.2% | -2.8% | +4.0% | +1.5% |
| 30D | +18.0% | +18.2% | -0.2% | +16.1% |
| 3M | +15.7% | +37.7% | -22.0% | +12.3% |
| 6M | +46.6% | +42.2% | +4.4% | +41.8% |
| YTD | +49.5% | +61.3% | -11.8% | +42.8% |
| 1Y | +40.2% | +64.5% | -24.3% | +33.7% |
| All | +87.9% | +238.6% | -150.7% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling