+4.3%
EXE vs LTH
+43.6%
-39.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.7% |
| 7D | -2.7% | -4.0% | +1.3% | -3.0% |
| 30D | -0.4% | -1.7% | +1.3% | -0.4% |
| 3M | +9.5% | +28.0% | -18.5% | +10.7% |
| 6M | -9.3% | +54.1% | -63.4% | -7.9% |
| YTD | -10.9% | +57.1% | -68.0% | -10.7% |
| 1Y | +4.3% | +45.8% | -41.5% | +2.9% |
| All | +4.3% | +43.6% | -39.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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