+59.3%
LH vs EXEL
+286.3%
-227.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.2% | -2.8% | +4.0% | +1.6% |
| 30D | +18.0% | +18.2% | -0.2% | +15.2% |
| 3M | +15.7% | +37.7% | -22.0% | +10.6% |
| 6M | +46.6% | +42.2% | +4.4% | +39.3% |
| YTD | +49.5% | +61.3% | -11.8% | +39.2% |
| 1Y | +40.2% | +64.5% | -24.3% | +30.1% |
| 3Y | +87.6% | +236.7% | -149.1% | +47.9% |
| 5Y | +59.3% | +296.3% | -237.0% | +18.6% |
| All | +59.3% | +286.3% | -227.1% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling