+178.8%
XME vs LH
+29.4%
+149.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.2% |
| 7D | -0.2% | -3.2% | +3.0% | +1.0% |
| 30D | +1.4% | +0.1% | +1.3% | +1.4% |
| 3M | +2.7% | +18.6% | -15.9% | -3.7% |
| 6M | +6.5% | +17.9% | -11.4% | -0.2% |
| YTD | +15.2% | +28.9% | -13.8% | +4.2% |
| 1Y | +43.5% | +16.6% | +26.9% | +34.6% |
| 3Y | +135.9% | +63.6% | +72.3% | +88.0% |
| All | +178.8% | +29.4% | +149.4% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling