+48.2%
XEL vs LTH
+142.6%
-94.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +1.7% | +6.4% | -4.7% | +1.3% |
| 30D | +8.6% | +16.7% | -8.1% | +7.5% |
| 3M | +5.1% | +11.7% | -6.6% | +4.3% |
| 6M | +2.5% | +48.5% | -46.0% | 0.0% |
| YTD | +11.0% | +78.4% | -67.4% | +6.7% |
| 1Y | +2.7% | +89.7% | -86.9% | -1.6% |
| 3Y | +49.7% | +245.6% | -195.9% | +36.4% |
| All | +48.2% | +142.6% | -94.4% | +29.8% |
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