+21.6%
EXE vs LTH
+157.9%
-136.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.3% | -0.6% | +0.4% | -0.2% |
| 30D | +8.5% | -4.6% | +13.0% | +8.9% |
| 3M | +5.5% | +32.8% | -27.4% | +2.4% |
| 6M | -5.9% | +64.6% | -70.5% | -11.3% |
| YTD | -9.7% | +62.6% | -72.4% | -15.0% |
| 1Y | +3.6% | +49.9% | -46.4% | -1.5% |
| All | +21.6% | +157.9% | -136.4% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling