-0.8%
XHB vs LTH
+79.8%
-80.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.1% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | +9.9% | +15.7% | -5.7% | +5.4% |
| 3M | -6.3% | +5.0% | -11.3% | -7.7% |
| 6M | +3.8% | +37.7% | -33.8% | -5.8% |
| YTD | +0.1% | +75.0% | -74.9% | -17.8% |
| 1Y | -0.8% | +82.6% | -83.5% | -21.1% |
| All | -0.8% | +79.8% | -80.6% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling