+160.6%
XOP vs LH
+28.2%
+132.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.9% |
| 7D | +1.0% | -3.2% | +4.1% | +1.8% |
| 30D | +10.8% | +0.1% | +10.7% | +10.8% |
| 3M | +19.5% | +18.6% | +0.8% | +13.9% |
| 6M | +21.6% | +17.9% | +3.7% | +15.8% |
| YTD | +55.8% | +28.9% | +26.9% | +44.2% |
| 1Y | +54.6% | +16.6% | +38.0% | +47.3% |
| 3Y | +36.6% | +63.6% | -26.9% | +15.9% |
| 5Y | +160.6% | +30.0% | +130.6% | +121.9% |
| All | +160.6% | +28.2% | +132.5% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling