+170.7%
XLE vs LH
+186.0%
-15.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | +12.6% | +2.0% | +10.6% | +11.7% |
| 3M | +11.8% | +24.3% | -12.4% | +2.5% |
| 6M | +16.1% | +21.1% | -5.0% | +7.0% |
| YTD | +46.9% | +30.4% | +16.4% | +31.2% |
| 1Y | +53.3% | +18.4% | +34.9% | +41.8% |
| 3Y | +54.9% | +65.5% | -10.5% | +22.8% |
| 5Y | +225.7% | +29.9% | +195.8% | +179.9% |
| 10Y | +170.7% | +186.6% | -16.0% | +51.4% |
| All | +170.7% | +186.0% | -15.3% | +51.4% |
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