-4.1%
XLC vs LTH
+77.7%
-81.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.6% |
| 7D | +3.1% | -4.6% | +7.7% | +3.5% |
| 30D | -4.2% | +14.8% | -19.0% | -5.4% |
| 3M | -2.1% | +3.9% | -6.1% | -2.4% |
| 6M | -6.6% | +35.5% | -42.1% | -9.5% |
| YTD | -7.8% | +71.3% | -79.1% | -13.5% |
| 1Y | -4.1% | +75.7% | -79.8% | -10.7% |
| All | -4.1% | +77.7% | -81.8% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling