+35.8%
XHB vs LTH
+142.3%
-106.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +1.3% | +7.0% | -5.7% | -0.6% |
| 30D | +11.8% | +15.4% | -3.6% | +7.4% |
| 3M | -3.8% | +7.0% | -10.9% | -5.9% |
| 6M | +4.1% | +46.9% | -42.8% | -6.9% |
| YTD | +4.0% | +76.4% | -72.5% | -12.3% |
| 1Y | +1.6% | +83.7% | -82.2% | -15.3% |
| 3Y | +43.2% | +248.9% | -205.7% | -3.3% |
| 5Y | +35.8% | +141.8% | -106.0% | -9.7% |
| All | +35.8% | +142.3% | -106.5% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling