+536.2%
XRT vs LH
+626.6%
-90.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | -0.4% | +2.5% | -2.9% | -1.7% |
| 30D | +7.5% | +18.7% | -11.2% | -1.7% |
| 3M | +2.3% | +15.3% | -13.0% | -5.3% |
| 6M | +12.8% | +45.4% | -32.5% | -7.7% |
| YTD | +7.1% | +49.5% | -42.5% | -14.2% |
| 1Y | +12.3% | +41.4% | -29.1% | -7.3% |
| 3Y | +57.0% | +87.6% | -30.6% | +9.4% |
| 5Y | -4.3% | +53.8% | -58.1% | -27.1% |
| 10Y | +136.7% | +266.2% | -129.5% | +3.3% |
| All | +536.2% | +626.6% | -90.4% | +51.3% |
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