+70.7%
LTH vs XE
-63.2%
+133.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.1% |
| 7D | -1.3% | +6.2% | -7.5% | -1.2% |
| 30D | +15.7% | -4.8% | +20.5% | +15.8% |
| 3M | +5.0% | -51.3% | +56.2% | +4.6% |
| 6M | +37.7% | -64.2% | +101.9% | +42.1% |
| All | +70.7% | -63.2% | +133.9% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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