+237.8%
XME vs LH
+537.9%
-300.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.0% |
| 7D | -0.1% | -2.5% | +2.4% | +1.3% |
| 30D | +6.0% | +4.3% | +1.6% | +3.6% |
| 3M | -7.7% | +25.5% | -33.3% | -19.1% |
| 6M | +1.0% | +17.0% | -16.0% | -8.1% |
| YTD | +14.6% | +31.3% | -16.6% | -2.3% |
| 1Y | +46.0% | +20.0% | +26.0% | +30.0% |
| 3Y | +127.0% | +63.9% | +63.2% | +64.8% |
| 5Y | +175.8% | +30.9% | +145.0% | +122.8% |
| 10Y | +414.6% | +191.4% | +223.3% | +128.9% |
| All | +237.8% | +537.9% | -300.2% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling