-14.5%
XYL vs LH
+28.2%
-42.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +0.8% | -3.2% | +4.0% | +2.2% |
| 30D | -10.8% | +0.1% | -11.0% | -10.9% |
| 3M | -2.5% | +18.6% | -21.2% | -9.2% |
| 6M | -12.2% | +17.9% | -30.1% | -18.1% |
| YTD | -20.1% | +28.9% | -49.0% | -28.4% |
| 1Y | -20.6% | +16.6% | -37.3% | -26.2% |
| 3Y | +17.3% | +63.6% | -46.2% | -8.4% |
| 5Y | -14.5% | +30.0% | -44.5% | -26.8% |
| All | -14.5% | +28.2% | -42.7% | -26.8% |
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