+176.5%
XLE vs LH
+263.7%
-87.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.4% | +2.5% | +1.9% | +3.4% |
| 30D | -4.3% | +18.7% | -23.0% | -10.5% |
| 3M | +6.0% | +15.3% | -9.3% | 0.0% |
| 6M | +13.2% | +45.4% | -32.2% | -2.8% |
| YTD | +46.7% | +49.5% | -2.8% | +23.8% |
| 1Y | +46.6% | +41.4% | +5.2% | +26.5% |
| 3Y | +69.6% | +87.6% | -18.1% | +27.4% |
| 5Y | +166.5% | +53.8% | +112.8% | +113.4% |
| All | +176.5% | +263.7% | -87.2% | +44.5% |
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