+26.9%
XBI vs LTH
+150.5%
-123.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | -4.0% | -0.6% | -3.6% |
| 30D | -2.0% | -5.3% | +3.3% | -0.7% |
| 3M | +17.8% | +19.0% | -1.2% | +11.7% |
| 6M | +23.7% | +55.8% | -32.1% | +8.2% |
| YTD | +28.2% | +56.1% | -27.9% | +11.7% |
| 1Y | +64.0% | +41.3% | +22.7% | +46.5% |
| 3Y | +99.4% | +156.6% | -57.2% | +44.2% |
| All | +26.9% | +150.5% | -123.6% | -12.6% |
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