+35.8%
XLC vs LTH
+184.4%
-148.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.7% |
| 7D | +4.9% | +4.5% | +0.4% | +3.9% |
| 30D | -5.8% | +16.3% | -22.2% | -8.9% |
| 3M | -5.4% | +8.4% | -13.8% | -7.3% |
| 6M | -10.2% | +40.3% | -50.5% | -16.8% |
| YTD | -10.2% | +77.3% | -87.4% | -21.6% |
| 1Y | -5.6% | +88.0% | -93.6% | -18.7% |
| 3Y | +61.0% | +274.3% | -213.3% | +15.3% |
| 5Y | +35.2% | +142.9% | -107.6% | -4.3% |
| All | +35.8% | +184.4% | -148.6% | -4.5% |
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