+163.9%
XLE vs LH
+259.5%
-95.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | -7.9% | +4.6% | -12.5% | -9.5% |
| 30D | -4.8% | +19.1% | -23.9% | -11.2% |
| 3M | +8.4% | +16.7% | -8.4% | +1.7% |
| 6M | +12.7% | +47.0% | -34.4% | -3.7% |
| YTD | +41.3% | +49.3% | -8.0% | +19.3% |
| 1Y | +42.3% | +48.6% | -6.3% | +20.3% |
| 3Y | +65.1% | +87.8% | -22.8% | +24.0% |
| 5Y | +150.2% | +65.0% | +85.1% | +93.3% |
| 10Y | +163.9% | +275.0% | -111.1% | +36.8% |
| All | +163.9% | +259.5% | -95.5% | +36.8% |
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