+168.8%
XLB vs LH
+263.2%
-94.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -1.6% | +1.2% | -2.8% | -2.1% |
| 30D | +7.2% | +18.0% | -10.7% | -0.3% |
| 3M | 0.0% | +15.7% | -15.7% | -6.4% |
| 6M | +2.3% | +46.6% | -44.3% | -13.9% |
| YTD | +18.4% | +49.5% | -31.1% | -1.6% |
| 1Y | +23.3% | +40.2% | -16.9% | +5.4% |
| 3Y | +45.2% | +87.6% | -42.4% | +6.9% |
| 5Y | +31.0% | +59.3% | -28.3% | +2.0% |
| 10Y | +168.8% | +266.1% | -97.3% | +42.0% |
| All | +168.8% | +263.2% | -94.5% | +42.0% |
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