-1.6%
XLY vs LH
+46.2%
-47.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.6% |
| 7D | +1.2% | -1.3% | +2.6% | +1.4% |
| 30D | +5.3% | +16.6% | -11.3% | +2.4% |
| 3M | -0.6% | +16.0% | -16.6% | -3.3% |
| 6M | +0.1% | +42.0% | -41.9% | -7.0% |
| YTD | -0.9% | +45.9% | -46.8% | -8.4% |
| 1Y | -1.6% | +46.4% | -48.0% | -9.7% |
| All | -1.6% | +46.2% | -47.8% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling