+167.7%
XLE vs LTH
+184.4%
-16.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -12.0% | +4.5% | -16.5% | -12.3% |
| 30D | -2.7% | +16.3% | -19.1% | -4.0% |
| 3M | +6.6% | +8.4% | -1.8% | +5.7% |
| 6M | +9.5% | +40.3% | -30.7% | +6.0% |
| YTD | +40.6% | +77.3% | -36.7% | +32.5% |
| 1Y | +43.6% | +88.0% | -44.4% | +34.4% |
| 3Y | +58.1% | +274.3% | -216.2% | +37.0% |
| 5Y | +152.2% | +142.9% | +9.3% | +120.6% |
| All | +167.7% | +184.4% | -16.6% | +138.0% |
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 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