+72.3%
XLC vs LH
+64.5%
+7.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +0.2% | +2.0% | -1.8% | -0.2% |
| 3M | +0.6% | +24.3% | -23.6% | -4.5% |
| 6M | -4.5% | +21.1% | -25.6% | -8.9% |
| YTD | -4.7% | +30.4% | -35.2% | -11.1% |
| 1Y | -1.7% | +18.4% | -20.0% | -5.9% |
| 3Y | +72.3% | +65.5% | +6.8% | +53.1% |
| All | +72.3% | +64.5% | +7.8% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling