+103.1%
XLP vs LH
+190.8%
-87.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.0% | -2.5% | +1.4% | -0.4% |
| 30D | -0.9% | +4.3% | -5.2% | -2.0% |
| 3M | +3.8% | +25.5% | -21.7% | -2.5% |
| 6M | -1.7% | +17.0% | -18.7% | -6.0% |
| YTD | +10.3% | +31.3% | -21.0% | +2.1% |
| 1Y | +7.8% | +20.0% | -12.2% | +2.1% |
| 3Y | +27.2% | +63.9% | -36.7% | +9.5% |
| 5Y | +32.5% | +30.9% | +1.7% | +19.6% |
| All | +103.1% | +190.8% | -87.6% | +44.2% |
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