+77.6%
XOP vs LH
+623.0%
-545.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | +6.3% | +1.1% | +5.3% | +5.8% |
| 30D | -6.6% | +16.7% | -23.3% | -14.0% |
| 3M | +3.6% | +15.1% | -11.5% | -4.2% |
| 6M | +10.8% | +46.3% | -35.6% | -10.0% |
| YTD | +48.3% | +48.8% | -0.5% | +18.4% |
| 1Y | +42.9% | +39.7% | +3.2% | +17.8% |
| 3Y | +43.3% | +87.0% | -43.7% | -1.4% |
| 5Y | +94.0% | +53.0% | +41.0% | +44.6% |
| 10Y | +53.7% | +264.3% | -210.6% | -39.6% |
| All | +77.6% | +623.0% | -545.4% | -60.9% |
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 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