+48.3%
XEL vs LTH
+159.8%
-111.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.6% |
| 7D | +1.3% | +1.5% | -0.2% | +1.2% |
| 30D | -1.5% | -3.1% | +1.5% | -1.4% |
| 3M | -0.2% | +28.1% | -28.3% | -1.7% |
| 6M | -5.4% | +67.4% | -72.8% | -8.6% |
| YTD | +5.6% | +59.8% | -54.1% | +2.3% |
| 1Y | +10.5% | +45.6% | -35.1% | +7.6% |
| All | +48.3% | +159.8% | -111.5% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling