+54.8%
XOP vs LH
+179.1%
-124.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.9% |
| 7D | +1.6% | -7.4% | +9.0% | +4.5% |
| 30D | +9.6% | -4.6% | +14.2% | +11.4% |
| 3M | +16.9% | +14.5% | +2.4% | +10.6% |
| 6M | +24.0% | +14.8% | +9.2% | +16.5% |
| YTD | +56.2% | +23.3% | +32.9% | +42.4% |
| 1Y | +51.8% | +13.6% | +38.2% | +42.4% |
| 3Y | +37.0% | +56.3% | -19.4% | +11.2% |
| 5Y | +163.4% | +25.2% | +138.2% | +129.3% |
| All | +54.8% | +179.1% | -124.3% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling