+30.5%
XEL vs LH
+23.7%
+6.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.1% |
| 7D | -1.2% | -7.4% | +6.2% | +0.8% |
| 30D | -2.9% | -4.6% | +1.7% | -1.7% |
| 3M | -2.7% | +14.5% | -17.2% | -6.4% |
| 6M | -6.5% | +14.8% | -21.3% | -10.3% |
| YTD | +3.6% | +23.3% | -19.6% | -2.7% |
| 1Y | +7.5% | +13.6% | -6.1% | +3.1% |
| 3Y | +46.3% | +56.3% | -10.0% | +26.9% |
| 5Y | +30.5% | +25.2% | +5.3% | +14.1% |
| All | +30.5% | +23.7% | +6.9% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling