+215.2%
XLY vs LH
+183.3%
+31.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | -1.7% | -4.7% | +3.0% | +0.1% |
| 30D | -4.2% | -3.5% | -0.7% | -2.9% |
| 3M | -2.7% | +17.7% | -20.4% | -9.1% |
| 6M | -0.6% | +15.8% | -16.4% | -6.8% |
| YTD | -5.0% | +25.1% | -30.1% | -13.9% |
| 1Y | -4.1% | +12.5% | -16.6% | -9.6% |
| 3Y | +33.6% | +59.8% | -26.2% | +7.2% |
| 5Y | +28.7% | +27.1% | +1.6% | +11.7% |
| All | +215.2% | +183.3% | +31.9% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling