+49.8%
XEL vs LTH
+180.7%
-130.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | 0.0% |
| 7D | +2.4% | -1.3% | +3.7% | +2.5% |
| 30D | +8.3% | +15.7% | -7.4% | +7.3% |
| 3M | +4.2% | +5.0% | -0.8% | +3.8% |
| 6M | +3.7% | +37.7% | -33.9% | +1.7% |
| YTD | +13.1% | +75.0% | -62.0% | +8.9% |
| 1Y | +5.0% | +82.6% | -77.6% | +0.9% |
| 3Y | +55.0% | +241.3% | -186.4% | +41.7% |
| 5Y | +51.8% | +135.4% | -83.6% | +33.2% |
| All | +49.8% | +180.7% | -130.9% | +31.2% |
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 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