+47.0%
XHB vs LTH
+186.8%
-139.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +9.6% | +17.7% | -8.1% | +4.8% |
| 3M | -6.0% | +8.5% | -14.5% | -8.3% |
| 6M | +2.2% | +46.9% | -44.7% | -8.4% |
| YTD | +1.1% | +78.8% | -77.6% | -14.7% |
| 1Y | -1.7% | +84.9% | -86.6% | -17.9% |
| 3Y | +36.5% | +246.4% | -209.9% | -6.9% |
| 5Y | +33.5% | +129.6% | -96.1% | -11.1% |
| All | +47.0% | +186.8% | -139.8% | -1.9% |
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