+233.4%
XHB vs LH
+261.9%
-28.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -0.2% | +1.1% | -1.3% | -0.8% |
| 30D | +9.9% | +16.7% | -6.8% | +0.4% |
| 3M | -6.3% | +15.1% | -21.4% | -14.0% |
| 6M | +3.8% | +46.3% | -42.5% | -17.3% |
| YTD | +0.1% | +48.8% | -48.6% | -21.2% |
| 1Y | -0.8% | +39.7% | -40.5% | -19.0% |
| 3Y | +35.6% | +87.0% | -51.4% | -8.9% |
| 5Y | +29.6% | +53.0% | -23.5% | -3.6% |
| All | +233.4% | +261.9% | -28.5% | +43.7% |
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