+43.2%
XLB vs LTH
+241.8%
-198.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | +0.5% | -1.3% | +1.8% | +0.7% |
| 30D | +5.2% | +15.7% | -10.5% | +2.5% |
| 3M | +0.3% | +5.0% | -4.7% | -0.7% |
| 6M | +1.2% | +37.7% | -36.5% | -4.6% |
| YTD | +16.6% | +75.0% | -58.4% | +4.9% |
| 1Y | +21.4% | +82.6% | -61.2% | +8.3% |
| 3Y | +43.2% | +241.3% | -198.1% | +16.3% |
| All | +43.2% | +241.8% | -198.6% | +16.3% |
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