+988.3%
XLE vs LH
+13,613.5%
-12,625.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -12.0% | +1.4% | -13.4% | -12.4% |
| 30D | -2.7% | +17.5% | -20.2% | -7.0% |
| 3M | +6.6% | +16.1% | -9.5% | +2.2% |
| 6M | +9.5% | +43.4% | -33.8% | -1.0% |
| YTD | +40.6% | +47.2% | -6.6% | +25.8% |
| 1Y | +43.6% | +50.1% | -6.5% | +27.8% |
| 3Y | +58.1% | +81.2% | -23.1% | +32.4% |
| 5Y | +152.2% | +63.7% | +88.5% | +113.9% |
| 10Y | +172.9% | +269.2% | -96.2% | +84.1% |
| All | +988.3% | +13,613.5% | -12,625.2% | +448.6% |
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