+133.6%
XLC vs LH
+147.1%
-13.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.1% | +2.5% | +0.6% | +2.2% |
| 30D | -4.2% | +18.7% | -22.9% | -10.1% |
| 3M | -2.1% | +15.3% | -17.5% | -7.4% |
| 6M | -6.6% | +45.4% | -52.0% | -19.1% |
| YTD | -7.8% | +49.5% | -57.3% | -21.3% |
| 1Y | -4.1% | +41.4% | -45.5% | -16.5% |
| 3Y | +62.6% | +87.6% | -25.0% | +24.6% |
| 5Y | +39.6% | +53.8% | -14.1% | +13.6% |
| All | +133.6% | +147.1% | -13.5% | +44.7% |
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 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