+889.2%
XLV vs LH
+11,554.8%
-10,665.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -3.6% | -4.7% | +1.1% | -2.4% |
| 30D | -1.8% | -3.5% | +1.7% | -1.0% |
| 3M | +7.8% | +17.7% | -9.9% | +3.3% |
| 6M | +9.1% | +15.8% | -6.7% | +4.9% |
| YTD | +7.7% | +25.1% | -17.4% | +1.4% |
| 1Y | +20.4% | +12.5% | +7.9% | +16.3% |
| 3Y | +30.8% | +59.8% | -29.0% | +14.7% |
| 5Y | +34.6% | +27.1% | +7.6% | +24.0% |
| 10Y | +173.4% | +183.2% | -9.9% | +102.7% |
| All | +889.2% | +11,554.8% | -10,665.6% | +383.3% |
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