+44.4%
XHB vs LTH
+174.8%
-130.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.4% | -0.6% |
| 7D | -2.4% | -4.6% | +2.2% | -1.2% |
| 30D | +7.1% | +14.8% | -7.8% | +3.0% |
| 3M | -6.0% | +3.9% | -9.9% | -7.2% |
| 6M | +2.1% | +35.5% | -33.4% | -6.5% |
| YTD | -0.6% | +71.3% | -71.9% | -15.3% |
| 1Y | -3.3% | +75.7% | -79.0% | -18.1% |
| 3Y | +34.1% | +231.9% | -197.8% | -7.5% |
| 5Y | +28.6% | +130.5% | -101.9% | -13.2% |
| All | +44.4% | +174.8% | -130.4% | -2.5% |
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