+552.8%
XLP vs LH
+13,613.5%
-13,060.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | +10.3% | +17.5% | -7.2% | +7.3% |
| 3M | +6.5% | +16.1% | -9.5% | +3.8% |
| 6M | +8.4% | +43.4% | -35.0% | +1.9% |
| YTD | +18.2% | +47.2% | -29.0% | +10.6% |
| 1Y | +22.4% | +50.1% | -27.7% | +14.1% |
| 3Y | +41.9% | +81.2% | -39.3% | +27.6% |
| 5Y | +40.9% | +63.7% | -22.9% | +27.8% |
| 10Y | +128.4% | +269.2% | -140.8% | +80.3% |
| All | +552.8% | +13,613.5% | -13,060.7% | +307.1% |
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 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