+65.0%
XLF vs LH
+23.7%
+41.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.2% |
| 7D | -2.9% | -7.4% | +4.5% | -0.3% |
| 30D | -1.6% | -4.6% | +3.0% | 0.0% |
| 3M | +9.3% | +14.5% | -5.2% | +3.8% |
| 6M | +14.6% | +14.8% | -0.2% | +8.6% |
| YTD | +4.7% | +23.3% | -18.5% | -3.7% |
| 1Y | +8.6% | +13.6% | -5.0% | +2.8% |
| 3Y | +73.9% | +56.3% | +17.5% | +43.0% |
| 5Y | +65.0% | +25.2% | +39.8% | +41.1% |
| All | +65.0% | +23.7% | +41.3% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling