-22.6%
XYL vs LH
+54.7%
-77.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.7% | +1.1% | -4.8% | -4.1% |
| 30D | -8.3% | +16.7% | -25.1% | -13.9% |
| 3M | -21.4% | +15.1% | -36.5% | -25.9% |
| 6M | -12.9% | +46.3% | -59.3% | -25.7% |
| YTD | -30.1% | +48.8% | -78.8% | -41.1% |
| 1Y | -35.2% | +39.7% | -74.9% | -43.9% |
| 3Y | -0.8% | +87.0% | -87.8% | -26.9% |
| All | -22.6% | +54.7% | -77.3% | -41.3% |
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 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