+43.6%
XLE vs LTH
+84.4%
-40.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | -12.0% | +4.5% | -16.5% | -11.6% |
| 30D | -2.7% | +16.3% | -19.1% | -1.6% |
| 3M | +6.6% | +8.4% | -1.8% | +7.3% |
| 6M | +9.5% | +40.3% | -30.7% | +12.2% |
| YTD | +40.6% | +77.3% | -36.7% | +43.5% |
| 1Y | +43.6% | +88.0% | -44.4% | +46.4% |
| All | +43.6% | +84.4% | -40.8% | +46.4% |
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