+3,850.9%
LH vs EXEL
+273.2%
+3,577.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -2.5% | +8.4% | -10.8% | -3.2% |
| 30D | +4.3% | +4.1% | +0.3% | +3.8% |
| 3M | +25.5% | +12.4% | +13.1% | +23.9% |
| 6M | +17.0% | +41.5% | -24.6% | +12.7% |
| YTD | +31.3% | +34.6% | -3.4% | +27.0% |
| 1Y | +20.0% | +57.9% | -37.9% | +14.0% |
| 3Y | +63.9% | +159.5% | -95.6% | +46.3% |
| 5Y | +30.9% | +198.5% | -167.6% | +14.3% |
| 10Y | +191.4% | +411.4% | -220.0% | +131.8% |
| All | +3,850.9% | +273.2% | +3,577.7% | +2,336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling