-65.6%
XE vs LH
+39.5%
-105.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.9% | -12.4% | -8.4% |
| 7D | -12.9% | +2.1% | -15.0% | -12.6% |
| 30D | -30.3% | +19.2% | -49.4% | -29.6% |
| 3M | -45.9% | +18.0% | -63.9% | -45.0% |
| 6M | -66.2% | +46.1% | -112.3% | -59.5% |
| All | -65.6% | +39.5% | -105.1% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling