+179.5%
XLE vs LTH
+174.8%
+4.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +1.8% |
| 7D | +4.4% | -4.6% | +9.0% | +4.8% |
| 30D | -4.3% | +14.8% | -19.1% | -5.4% |
| 3M | +6.0% | +3.9% | +2.1% | +5.6% |
| 6M | +13.2% | +35.5% | -22.3% | +9.9% |
| YTD | +46.7% | +71.3% | -24.6% | +38.7% |
| 1Y | +46.6% | +75.7% | -29.1% | +38.1% |
| 3Y | +69.6% | +231.9% | -162.4% | +48.7% |
| 5Y | +166.5% | +130.5% | +36.1% | +132.9% |
| All | +179.5% | +174.8% | +4.7% | +149.1% |
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