+20.7%
XLK vs LH
+44.2%
-23.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | 0.0% |
| 7D | -7.6% | +2.1% | -9.7% | -7.6% |
| 30D | -12.2% | +19.2% | -31.3% | -11.9% |
| 3M | -5.5% | +18.0% | -23.5% | -5.2% |
| 6M | +9.2% | +46.1% | -36.9% | +9.8% |
| YTD | +23.0% | +47.7% | -24.7% | +23.9% |
| 1Y | +20.7% | +47.2% | -26.5% | +21.2% |
| All | +20.7% | +44.2% | -23.5% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling