+128.8%
XLP vs LH
+259.5%
-130.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | +0.1% | +4.6% | -4.5% | -1.1% |
| 30D | +8.9% | +19.1% | -10.2% | +3.9% |
| 3M | +7.5% | +16.7% | -9.3% | +2.9% |
| 6M | +9.4% | +47.0% | -37.6% | -1.6% |
| YTD | +19.3% | +49.3% | -30.1% | +6.5% |
| 1Y | +21.7% | +48.6% | -26.9% | +8.7% |
| 3Y | +44.0% | +87.8% | -43.9% | +19.3% |
| 5Y | +42.8% | +65.0% | -22.3% | +20.8% |
| 10Y | +128.8% | +275.0% | -146.2% | +58.1% |
| All | +128.8% | +259.5% | -130.7% | +58.1% |
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