+41.2%
XLB vs LTH
+160.9%
-119.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -1.4% | -0.6% | -0.7% | -1.3% |
| 30D | -0.4% | -4.6% | +4.2% | +0.4% |
| 3M | +2.0% | +32.8% | -30.8% | -3.2% |
| 6M | +1.8% | +64.6% | -62.8% | -7.4% |
| YTD | +16.6% | +62.6% | -46.1% | +6.1% |
| 1Y | +16.9% | +49.9% | -33.0% | +7.8% |
| 3Y | +32.6% | +151.3% | -118.8% | +9.3% |
| All | +41.2% | +160.9% | -119.6% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling