+37.9%
XEL vs LTH
+160.9%
-123.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | -0.6% | -0.3% | -0.9% |
| 30D | -1.9% | -4.6% | +2.7% | -1.7% |
| 3M | -1.9% | +32.8% | -34.7% | -3.6% |
| 6M | -7.4% | +64.6% | -72.1% | -10.3% |
| YTD | +4.1% | +62.6% | -58.6% | +0.7% |
| 1Y | +8.0% | +49.9% | -41.9% | +5.1% |
| 3Y | +48.4% | +151.3% | -102.9% | +38.0% |
| All | +37.9% | +160.9% | -123.0% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling