+26.8%
XHB vs LTH
+159.1%
-132.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -2.0% |
| 7D | +0.2% | +1.5% | -1.3% | -0.2% |
| 30D | -9.1% | -3.1% | -6.0% | -8.4% |
| 3M | -2.3% | +28.1% | -30.4% | -8.6% |
| 6M | -4.1% | +67.4% | -71.5% | -16.8% |
| YTD | -1.7% | +59.8% | -61.5% | -13.9% |
| 1Y | -15.1% | +45.6% | -60.7% | -24.0% |
| 3Y | +26.8% | +162.0% | -135.2% | -2.9% |
| All | +26.8% | +159.1% | -132.3% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling