+142.5%
XLC vs LH
+116.9%
+25.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -0.8% | -2.5% | +1.6% | +0.1% |
| 30D | +1.0% | +4.3% | -3.3% | -0.5% |
| 3M | -0.7% | +25.5% | -26.2% | -9.0% |
| 6M | -5.1% | +17.0% | -22.1% | -10.9% |
| YTD | -4.3% | +31.3% | -35.5% | -14.2% |
| 1Y | -0.6% | +20.0% | -20.5% | -8.1% |
| 3Y | +72.7% | +63.9% | +8.8% | +39.2% |
| 5Y | +38.0% | +30.9% | +7.1% | +19.3% |
| All | +142.5% | +116.9% | +25.5% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling