+73.6%
XLC vs LTH
+157.9%
-84.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | +1.0% | -4.6% | +5.6% | +1.8% |
| 3M | -0.7% | +32.8% | -33.5% | -5.6% |
| 6M | -5.1% | +64.6% | -69.8% | -13.7% |
| YTD | -4.3% | +62.6% | -66.9% | -12.9% |
| 1Y | -0.6% | +49.9% | -50.5% | -8.3% |
| All | +73.6% | +157.9% | -84.4% | +45.0% |
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