-0.7%
XRT vs LH
+31.3%
-32.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.9% |
| 7D | -0.3% | -0.8% | +0.6% | +0.1% |
| 30D | -5.6% | +2.0% | -7.6% | -6.5% |
| 3M | +2.5% | +24.3% | -21.7% | -7.7% |
| 6M | +3.7% | +21.1% | -17.4% | -5.7% |
| YTD | +1.0% | +30.4% | -29.5% | -11.7% |
| 1Y | -1.2% | +18.4% | -19.6% | -9.8% |
| 3Y | +43.4% | +65.5% | -22.1% | +8.2% |
| 5Y | -0.7% | +29.9% | -30.6% | -20.4% |
| All | -0.7% | +31.3% | -32.0% | -20.4% |
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