+170.3%
XLE vs LTH
+186.2%
-15.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -6.7% | +6.4% | -13.1% | -7.2% |
| 30D | -4.4% | +16.7% | -21.2% | -5.7% |
| 3M | +4.0% | +11.7% | -7.7% | +2.9% |
| 6M | +13.2% | +48.5% | -35.4% | +9.0% |
| YTD | +41.9% | +78.4% | -36.5% | +33.7% |
| 1Y | +41.6% | +89.7% | -48.0% | +32.5% |
| 3Y | +64.0% | +245.6% | -181.6% | +43.4% |
| 5Y | +158.1% | +142.7% | +15.4% | +125.5% |
| All | +170.3% | +186.2% | -15.9% | +140.1% |
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