+62.0%
XRT vs LH
+86.6%
-24.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +3.1% |
| 7D | +2.5% | +4.6% | -2.1% | +0.9% |
| 30D | +10.3% | +19.1% | -8.8% | +3.4% |
| 3M | +2.4% | +16.7% | -14.4% | -3.5% |
| 6M | +10.0% | +47.0% | -37.1% | -5.6% |
| YTD | +9.5% | +49.3% | -39.8% | -7.0% |
| 1Y | +17.2% | +48.6% | -31.5% | -0.4% |
| 3Y | +62.0% | +87.8% | -25.9% | +13.9% |
| All | +62.0% | +86.6% | -24.6% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling