+27.4%
XBI vs LTH
+150.3%
-123.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -4.6% | -3.7% | -0.9% | -3.6% |
| 30D | -0.8% | -5.3% | +4.5% | +0.6% |
| 3M | +21.8% | +24.2% | -2.4% | +14.2% |
| 6M | +23.2% | +54.8% | -31.6% | +7.9% |
| YTD | +28.7% | +56.1% | -27.3% | +12.1% |
| 1Y | +67.8% | +45.5% | +22.2% | +48.6% |
| 3Y | +100.6% | +155.9% | -55.2% | +45.2% |
| All | +27.4% | +150.3% | -123.0% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling