+41.0%
XLE vs LTH
+83.5%
-42.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | -7.9% | +7.0% | -14.9% | -7.4% |
| 30D | -4.8% | +15.4% | -20.3% | -3.7% |
| 3M | +8.4% | +7.0% | +1.3% | +9.0% |
| 6M | +12.7% | +46.9% | -34.2% | +15.7% |
| YTD | +41.3% | +76.4% | -35.1% | +44.1% |
| All | +41.0% | +83.5% | -42.4% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling