+39.4%
XLC vs LTH
+174.8%
-135.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.1% |
| 7D | +3.1% | -4.6% | +7.7% | +4.1% |
| 30D | -4.2% | +14.8% | -19.0% | -7.0% |
| 3M | -2.1% | +3.9% | -6.1% | -3.2% |
| 6M | -6.6% | +35.5% | -42.1% | -12.9% |
| YTD | -7.8% | +71.3% | -79.1% | -18.9% |
| 1Y | -4.1% | +75.7% | -79.8% | -16.2% |
| 3Y | +62.6% | +231.9% | -169.3% | +19.9% |
| 5Y | +39.6% | +130.5% | -90.8% | -0.2% |
| All | +39.4% | +174.8% | -135.5% | -1.3% |
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 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