+415.1%
XLF vs LH
+12,053.1%
-11,638.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +0.2% | -0.8% | +1.0% | +0.4% |
| 30D | -0.5% | +2.0% | -2.5% | -1.2% |
| 3M | +10.6% | +24.3% | -13.6% | +2.9% |
| 6M | +14.3% | +21.1% | -6.8% | +7.1% |
| YTD | +5.5% | +30.4% | -24.9% | -3.7% |
| 1Y | +9.6% | +18.4% | -8.8% | +3.0% |
| 3Y | +75.2% | +65.5% | +9.7% | +46.2% |
| 5Y | +65.5% | +29.9% | +35.7% | +47.7% |
| 10Y | +246.4% | +186.6% | +59.8% | +134.8% |
| All | +415.1% | +12,053.1% | -11,638.0% | +117.3% |
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