+2.6%
XLRE vs LH
+20.2%
-17.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.9% |
| 7D | -0.7% | -3.2% | +2.5% | 0.0% |
| 30D | -2.2% | +0.1% | -2.4% | -2.3% |
| 3M | -2.6% | +18.6% | -21.3% | -7.1% |
| 6M | +2.6% | +17.9% | -15.4% | -2.8% |
| All | +2.6% | +20.2% | -17.7% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling