+37.6%
XLC vs LH
+28.2%
+9.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.2% |
| 7D | -1.4% | -3.2% | +1.8% | -0.4% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | -0.3% | +18.6% | -19.0% | -6.2% |
| 6M | -5.2% | +17.9% | -23.1% | -10.7% |
| YTD | -5.3% | +28.9% | -34.2% | -13.9% |
| 1Y | -2.8% | +16.6% | -19.4% | -8.6% |
| 3Y | +71.2% | +63.6% | +7.7% | +38.5% |
| 5Y | +37.6% | +30.0% | +7.6% | +15.7% |
| All | +37.6% | +28.2% | +9.4% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling