+926.8%
XBI vs LH
+597.6%
+329.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | -3.6% | -3.2% | -0.4% | -1.9% |
| 30D | +0.9% | +0.1% | +0.7% | +0.8% |
| 3M | +21.4% | +18.6% | +2.8% | +9.9% |
| 6M | +25.5% | +17.9% | +7.6% | +13.7% |
| YTD | +30.8% | +28.9% | +1.9% | +12.2% |
| 1Y | +68.6% | +16.6% | +51.9% | +52.3% |
| 3Y | +103.9% | +63.6% | +40.4% | +49.3% |
| 5Y | +20.8% | +30.0% | -9.3% | -0.4% |
| 10Y | +164.0% | +191.9% | -27.9% | +24.0% |
| All | +926.8% | +597.6% | +329.1% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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