+139.5%
XLP vs LH
+261.9%
-122.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +2.5% | +1.1% | +1.5% | +2.2% |
| 30D | +7.3% | +16.7% | -9.4% | +2.8% |
| 3M | +8.1% | +15.1% | -7.0% | +3.8% |
| 6M | +10.5% | +46.3% | -35.8% | -0.7% |
| YTD | +21.2% | +48.8% | -27.6% | +8.2% |
| 1Y | +22.7% | +39.7% | -17.0% | +11.4% |
| 3Y | +44.8% | +87.0% | -42.2% | +19.9% |
| 5Y | +44.7% | +53.0% | -8.3% | +25.0% |
| All | +139.5% | +261.9% | -122.4% | +58.2% |
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 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