+80.4%
XLI vs LH
+23.7%
+56.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.7% |
| 7D | -2.3% | -7.4% | +5.1% | +0.1% |
| 30D | -8.2% | -4.6% | -3.6% | -6.8% |
| 3M | +0.8% | +14.5% | -13.7% | -3.9% |
| 6M | +0.8% | +14.8% | -14.0% | -4.0% |
| YTD | +10.5% | +23.3% | -12.7% | +2.6% |
| 1Y | +14.1% | +13.6% | +0.5% | +8.6% |
| 3Y | +68.6% | +56.3% | +12.2% | +41.6% |
| 5Y | +80.4% | +25.2% | +55.2% | +57.6% |
| All | +80.4% | +23.7% | +56.7% | +57.6% |
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 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