+136.0%
XLC vs LH
+145.9%
-9.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | +3.7% | +1.1% | +2.7% | +3.3% |
| 30D | -1.9% | +16.7% | -18.7% | -7.4% |
| 3M | -3.1% | +15.1% | -18.2% | -8.2% |
| 6M | -6.4% | +46.3% | -52.7% | -19.1% |
| YTD | -6.8% | +48.8% | -55.6% | -20.4% |
| 1Y | -1.7% | +39.7% | -41.4% | -14.0% |
| 3Y | +64.7% | +87.0% | -22.4% | +26.3% |
| 5Y | +41.1% | +53.0% | -11.9% | +15.0% |
| All | +136.0% | +145.9% | -9.9% | +46.5% |
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