+164.2%
LTH vs EXEL
+239.4%
-75.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.3% |
| 7D | +7.0% | +2.3% | +4.7% | +6.3% |
| 30D | +15.4% | +19.8% | -4.4% | +10.1% |
| 3M | +7.0% | +32.7% | -25.6% | -0.8% |
| 6M | +46.9% | +49.0% | -2.1% | +31.5% |
| YTD | +76.4% | +63.7% | +12.7% | +53.5% |
| 1Y | +83.7% | +75.8% | +7.9% | +57.0% |
| 3Y | +248.9% | +241.3% | +7.6% | +125.9% |
| 5Y | +141.8% | +289.0% | -147.2% | +42.9% |
| All | +164.2% | +239.4% | -75.2% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling