+22.3%
XBI vs LTH
+180.7%
-158.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | +2.6% | +15.7% | -13.1% | -1.5% |
| 3M | -4.0% | +5.0% | -9.0% | -5.6% |
| 6M | +10.9% | +37.7% | -26.7% | +0.8% |
| YTD | +23.6% | +75.0% | -51.4% | +4.1% |
| 1Y | +35.1% | +82.6% | -47.5% | +12.3% |
| 3Y | +125.2% | +241.3% | -116.1% | +50.9% |
| 5Y | +19.7% | +135.4% | -115.7% | -20.0% |
| All | +22.3% | +180.7% | -158.5% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling