-1.8%
XLY vs LH
+13.9%
-15.7%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.6% |
| 7D | -3.9% | -7.4% | +3.5% | -2.1% |
| 30D | -6.1% | -4.6% | -1.5% | -5.0% |
| 3M | -1.2% | +14.5% | -15.7% | -5.0% |
| 6M | -1.8% | +14.8% | -16.6% | -6.2% |
| All | -1.8% | +13.9% | -15.7% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling