+248.8%
XLF vs LH
+183.3%
+65.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | 0.0% |
| 7D | -1.5% | -4.7% | +3.2% | +0.6% |
| 30D | -1.2% | -3.5% | +2.3% | +0.3% |
| 3M | +9.2% | +17.7% | -8.5% | +1.3% |
| 6M | +16.3% | +15.8% | +0.6% | +8.5% |
| YTD | +5.4% | +25.1% | -19.7% | -5.4% |
| 1Y | +7.6% | +12.5% | -4.9% | +0.9% |
| 3Y | +74.2% | +59.8% | +14.4% | +36.7% |
| 5Y | +66.1% | +27.1% | +39.1% | +42.2% |
| All | +248.8% | +183.3% | +65.6% | +94.8% |
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