+1,477.5%
XLK vs LH
+11,912.5%
-10,434.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.3% | -3.2% | +5.5% | +3.3% |
| 30D | +0.8% | +0.1% | +0.7% | +0.7% |
| 3M | +4.1% | +18.6% | -14.6% | -1.2% |
| 6M | +34.8% | +17.9% | +16.8% | +27.9% |
| YTD | +30.8% | +28.9% | +1.9% | +20.8% |
| 1Y | +42.4% | +16.6% | +25.7% | +34.9% |
| 3Y | +121.8% | +63.6% | +58.3% | +88.6% |
| 5Y | +146.6% | +30.0% | +116.6% | +122.3% |
| 10Y | +804.3% | +191.9% | +612.3% | +537.4% |
| All | +1,477.5% | +11,912.5% | -10,434.9% | +560.3% |
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