+44.0%
XLC vs LTH
+156.3%
-112.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | +0.6% | +1.5% | -1.0% | +0.2% |
| 30D | +0.2% | -3.1% | +3.3% | +0.8% |
| 3M | +0.6% | +28.1% | -27.5% | -4.7% |
| 6M | -4.5% | +67.4% | -71.9% | -15.3% |
| YTD | -4.7% | +59.8% | -64.5% | -14.8% |
| 1Y | -1.7% | +45.6% | -47.2% | -10.5% |
| 3Y | +72.3% | +162.0% | -89.7% | +33.5% |
| All | +44.0% | +156.3% | -112.3% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling