+175.3%
XLE vs LTH
+186.8%
-11.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -4.0% | +17.7% | -21.7% | -5.4% |
| 3M | +4.6% | +8.5% | -3.8% | +3.8% |
| 6M | +12.3% | +46.9% | -34.6% | +8.3% |
| YTD | +44.5% | +78.8% | -34.2% | +36.1% |
| 1Y | +42.4% | +84.9% | -42.5% | +33.6% |
| 3Y | +67.0% | +246.4% | -179.3% | +46.0% |
| 5Y | +161.9% | +129.6% | +32.4% | +127.2% |
| All | +175.3% | +186.8% | -11.5% | +144.6% |
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