+51.7%
XOP vs LH
+261.9%
-210.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +6.3% | +1.1% | +5.3% | +5.9% |
| 30D | -6.6% | +16.7% | -23.3% | -12.1% |
| 3M | +3.6% | +15.1% | -11.5% | -2.2% |
| 6M | +10.8% | +46.3% | -35.6% | -5.2% |
| YTD | +48.3% | +48.8% | -0.5% | +25.3% |
| 1Y | +42.9% | +39.7% | +3.2% | +23.8% |
| 3Y | +43.3% | +87.0% | -43.7% | +8.1% |
| 5Y | +94.0% | +53.0% | +41.0% | +55.9% |
| All | +51.7% | +261.9% | -210.2% | -16.8% |
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 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