+37.3%
XEL vs LTH
+150.3%
-113.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -1.2% | -3.7% | +2.5% | -1.0% |
| 30D | -2.9% | -5.3% | +2.4% | -2.6% |
| 3M | -2.7% | +24.2% | -26.9% | -4.0% |
| 6M | -6.5% | +54.8% | -61.4% | -9.1% |
| YTD | +3.6% | +56.1% | -52.4% | +0.6% |
| 1Y | +7.5% | +45.5% | -38.0% | +4.7% |
| 3Y | +46.3% | +155.9% | -109.6% | +35.9% |
| All | +37.3% | +150.3% | -113.0% | +21.1% |
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