+432.8%
XYL vs LH
+399.4%
+33.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -5.0% | -2.5% | -2.6% | -4.0% |
| 30D | -13.2% | +4.3% | -17.6% | -14.9% |
| 3M | -3.7% | +25.5% | -29.2% | -13.2% |
| 6M | -17.7% | +17.0% | -34.7% | -23.5% |
| YTD | -21.5% | +31.3% | -52.8% | -31.0% |
| 1Y | -24.5% | +20.0% | -44.5% | -31.2% |
| 3Y | +6.9% | +63.9% | -56.9% | -17.0% |
| 5Y | -18.1% | +30.9% | -48.9% | -30.6% |
| 10Y | +134.7% | +191.4% | -56.7% | +30.8% |
| All | +432.8% | +399.4% | +33.4% | +135.0% |
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