+38.7%
XEL vs LTH
+152.0%
-113.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | +0.9% | -4.0% | +4.9% | +1.1% |
| 30D | -0.9% | -1.7% | +0.8% | -0.8% |
| 3M | -1.4% | +28.0% | -29.4% | -2.9% |
| 6M | -5.8% | +54.1% | -59.9% | -8.4% |
| YTD | +4.7% | +57.1% | -52.4% | +1.6% |
| 1Y | +9.1% | +45.8% | -36.7% | +6.2% |
| 3Y | +47.8% | +157.6% | -109.7% | +37.3% |
| All | +38.7% | +152.0% | -113.2% | +22.3% |
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