+120.4%
XLK vs LH
+58.7%
+61.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +0.2% | -4.7% | +4.9% | +1.0% |
| 30D | -0.6% | -3.5% | +2.9% | 0.0% |
| 3M | +2.6% | +17.7% | -15.1% | -0.5% |
| 6M | +34.0% | +15.8% | +18.2% | +30.3% |
| YTD | +30.7% | +25.1% | +5.6% | +24.5% |
| 1Y | +39.2% | +12.5% | +26.7% | +35.9% |
| 3Y | +120.4% | +59.8% | +60.7% | +102.4% |
| All | +120.4% | +58.7% | +61.8% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling