+171.4%
XME vs LH
+626.6%
-455.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | +5.3% | +2.5% | +2.9% | +4.0% |
| 30D | -8.2% | +18.7% | -26.9% | -16.7% |
| 3M | -18.4% | +15.3% | -33.7% | -24.9% |
| 6M | -22.8% | +45.4% | -68.2% | -37.9% |
| YTD | -7.9% | +49.5% | -57.4% | -27.3% |
| 1Y | -0.9% | +41.4% | -42.2% | -19.4% |
| 3Y | +96.0% | +87.6% | +8.3% | +31.6% |
| 5Y | +110.3% | +53.8% | +56.6% | +55.1% |
| 10Y | +272.8% | +266.2% | +6.7% | +44.3% |
| All | +171.4% | +626.6% | -455.2% | -50.8% |
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