+31.5%
XBI vs LTH
+156.3%
-124.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.7% |
| 7D | -0.9% | +1.5% | -2.4% | -1.3% |
| 30D | +2.9% | -3.1% | +6.0% | +3.6% |
| 3M | +26.2% | +28.1% | -1.9% | +17.3% |
| 6M | +30.7% | +67.4% | -36.7% | +12.0% |
| YTD | +32.9% | +59.8% | -26.8% | +15.0% |
| 1Y | +72.3% | +45.6% | +26.7% | +52.6% |
| 3Y | +107.2% | +162.0% | -54.8% | +49.0% |
| All | +31.5% | +156.3% | -124.8% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling