+253.9%
XLI vs LH
+183.3%
+70.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.5% |
| 7D | -1.7% | -4.7% | +3.0% | +0.2% |
| 30D | -7.3% | -3.5% | -3.8% | -6.0% |
| 3M | -1.3% | +17.7% | -19.0% | -8.0% |
| 6M | +2.2% | +15.8% | -13.5% | -4.2% |
| YTD | +11.7% | +25.1% | -13.4% | +1.2% |
| 1Y | +14.3% | +12.5% | +1.8% | +7.8% |
| 3Y | +70.3% | +59.8% | +10.6% | +36.3% |
| 5Y | +82.3% | +27.1% | +55.2% | +57.9% |
| All | +253.9% | +183.3% | +70.6% | +106.1% |
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 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