+108.1%
XLRE vs LH
+253.7%
-145.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.6% |
| 7D | -0.7% | -3.2% | +2.5% | +0.6% |
| 30D | -2.2% | +0.1% | -2.4% | -2.3% |
| 3M | -2.6% | +18.6% | -21.3% | -9.5% |
| 6M | +2.6% | +17.9% | -15.4% | -4.6% |
| YTD | +9.3% | +28.9% | -19.7% | -2.4% |
| 1Y | +7.2% | +16.6% | -9.4% | -0.3% |
| 3Y | +31.3% | +63.6% | -32.2% | +4.5% |
| 5Y | +8.1% | +30.0% | -21.9% | -6.9% |
| 10Y | +88.9% | +191.9% | -103.0% | +10.4% |
| All | +108.1% | +253.7% | -145.6% | +16.2% |
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 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