+633.7%
XLU vs LH
+11,383.5%
-10,749.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.1% |
| 7D | -1.2% | -7.4% | +6.2% | +0.3% |
| 30D | -2.5% | -4.6% | +2.0% | -1.7% |
| 3M | -2.7% | +14.5% | -17.3% | -5.4% |
| 6M | -7.5% | +14.8% | -22.2% | -10.1% |
| YTD | +0.9% | +23.3% | -22.3% | -3.4% |
| 1Y | +3.3% | +13.6% | -10.3% | +0.3% |
| 3Y | +47.3% | +56.3% | -9.0% | +33.8% |
| 5Y | +44.4% | +25.2% | +19.2% | +35.6% |
| 10Y | +140.8% | +179.1% | -38.3% | +92.3% |
| All | +633.7% | +11,383.5% | -10,749.8% | +336.9% |
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