+61.1%
EXE vs LTH
+142.3%
-81.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -3.9% | +7.0% | -10.9% | -4.8% |
| 30D | -2.6% | +15.4% | -18.0% | -4.5% |
| 3M | -6.9% | +7.0% | -13.9% | -7.9% |
| 6M | -9.3% | +46.9% | -56.2% | -14.4% |
| YTD | -20.7% | +76.4% | -97.1% | -27.8% |
| 1Y | -21.8% | +83.7% | -105.6% | -29.3% |
| 3Y | +16.2% | +248.9% | -232.7% | -6.1% |
| 5Y | +61.1% | +141.8% | -80.7% | +31.9% |
| All | +61.1% | +142.3% | -81.2% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling