-21.6%
XYL vs LH
+11.8%
-33.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | 0.0% |
| 7D | -1.2% | -7.4% | +6.2% | +0.5% |
| 30D | -13.2% | -4.6% | -8.6% | -12.2% |
| 3M | -0.2% | +14.5% | -14.7% | -2.8% |
| 6M | -12.5% | +14.8% | -27.3% | -15.1% |
| YTD | -20.9% | +23.3% | -44.1% | -23.8% |
| 1Y | -21.6% | +13.6% | -35.2% | -24.4% |
| All | -21.6% | +11.8% | -33.3% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling