+52.6%
XOM vs LH
+44.2%
+8.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.9% | -8.5% | -4.6% |
| 7D | -7.0% | +2.1% | -9.1% | -6.9% |
| 30D | +3.2% | +19.2% | -15.9% | +3.2% |
| 3M | +10.7% | +18.0% | -7.3% | +10.6% |
| 6M | +11.6% | +46.1% | -34.5% | +10.3% |
| YTD | +43.5% | +47.7% | -4.2% | +40.7% |
| 1Y | +52.6% | +47.2% | +5.4% | +50.1% |
| All | +52.6% | +44.2% | +8.4% | +50.1% |
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