+147.8%
XEL vs LH
+183.3%
-35.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -0.3% | -4.7% | +4.4% | +1.1% |
| 30D | -3.9% | -3.5% | -0.5% | -3.0% |
| 3M | -2.8% | +17.7% | -20.5% | -7.8% |
| 6M | -5.4% | +15.8% | -21.2% | -9.9% |
| YTD | +3.8% | +25.1% | -21.3% | -3.7% |
| 1Y | +6.8% | +12.5% | -5.7% | +2.2% |
| 3Y | +45.6% | +59.8% | -14.2% | +23.3% |
| 5Y | +30.7% | +27.1% | +3.6% | +17.0% |
| All | +147.8% | +183.3% | -35.5% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling