-68.9%
XYZ vs LH
+31.5%
-100.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.3% |
| 7D | -1.0% | -2.5% | +1.5% | +1.0% |
| 30D | -1.7% | +4.3% | -6.1% | -4.9% |
| 3M | +16.7% | +25.5% | -8.8% | -2.8% |
| 6M | +26.9% | +17.0% | +9.9% | +11.4% |
| YTD | +27.1% | +31.3% | -4.1% | +0.9% |
| 1Y | +9.3% | +20.0% | -10.7% | -7.5% |
| 3Y | +42.3% | +63.9% | -21.6% | -13.9% |
| All | -68.9% | +31.5% | -100.3% | -79.3% |
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