+64.7%
XLC vs LTH
+241.8%
-177.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | +3.7% | -1.3% | +5.0% | +3.9% |
| 30D | -1.9% | +15.7% | -17.6% | -4.2% |
| 3M | -3.1% | +5.0% | -8.1% | -4.0% |
| 6M | -6.4% | +37.7% | -44.0% | -11.5% |
| YTD | -6.8% | +75.0% | -81.8% | -16.1% |
| 1Y | -1.7% | +82.6% | -84.3% | -12.2% |
| 3Y | +64.7% | +241.3% | -176.6% | +35.8% |
| All | +64.7% | +241.8% | -177.1% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling