+47.9%
XBI vs LTH
+84.0%
-36.1%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.7% | +1.6% |
| 7D | +1.0% | +9.9% | -8.8% | -0.6% |
| 30D | +1.9% | +18.3% | -16.4% | -1.0% |
| 3M | +4.8% | +5.9% | -1.2% | +3.8% |
| 6M | +19.3% | +80.3% | -61.0% | +4.2% |
| YTD | +30.6% | +78.3% | -47.7% | +14.4% |
| 1Y | +47.9% | +81.0% | -33.1% | +28.8% |
| All | +47.9% | +84.0% | -36.1% | +28.8% |
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