+124.8%
XRT vs LH
+185.6%
-60.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.1% |
| 7D | -2.4% | -3.2% | +0.8% | -0.9% |
| 30D | -6.9% | +0.1% | -7.1% | -7.1% |
| 3M | -0.4% | +18.6% | -19.0% | -8.4% |
| 6M | +2.2% | +17.9% | -15.7% | -5.9% |
| YTD | -0.7% | +28.9% | -29.6% | -12.6% |
| 1Y | -2.0% | +16.6% | -18.6% | -9.9% |
| 3Y | +41.0% | +63.6% | -22.5% | +8.4% |
| 5Y | -3.3% | +30.0% | -33.3% | -18.4% |
| 10Y | +124.8% | +191.9% | -67.1% | +19.7% |
| All | +124.8% | +185.6% | -60.8% | +19.7% |
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