+66.6%
LH vs EXEL
+161.8%
-95.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.4% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | +2.0% | +6.7% | -4.7% | +1.3% |
| 3M | +24.3% | +11.5% | +12.8% | +22.8% |
| 6M | +21.1% | +38.8% | -17.7% | +17.0% |
| YTD | +30.4% | +31.6% | -1.1% | +26.6% |
| 1Y | +18.4% | +53.0% | -34.6% | +12.9% |
| All | +66.6% | +161.8% | -95.2% | +39.4% |
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