+46.0%
XME vs LH
+20.0%
+26.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -0.1% | -2.5% | +2.4% | +0.4% |
| 30D | +6.0% | +4.3% | +1.6% | +5.2% |
| 3M | -7.7% | +25.5% | -33.3% | -11.5% |
| 6M | +1.0% | +17.0% | -16.0% | -1.3% |
| YTD | +14.6% | +31.3% | -16.6% | +9.7% |
| 1Y | +46.0% | +20.0% | +26.0% | +45.7% |
| All | +46.0% | +20.0% | +26.0% | +45.7% |
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