+2,142.3%
XEL vs LH
+1,372.9%
+769.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.6% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | -1.5% | +2.0% | -3.5% | -1.7% |
| 3M | -0.2% | +24.3% | -24.5% | -2.2% |
| 6M | -5.4% | +21.1% | -26.5% | -7.1% |
| YTD | +5.6% | +30.4% | -24.8% | +3.0% |
| 1Y | +10.5% | +18.4% | -7.9% | +8.6% |
| 3Y | +49.2% | +65.5% | -16.3% | +42.1% |
| 5Y | +30.1% | +29.9% | +0.2% | +26.0% |
| 10Y | +146.7% | +186.6% | -40.0% | +123.0% |
| All | +2,142.3% | +1,372.9% | +769.5% | +1,787.4% |
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