+149.9%
XLE vs LTH
+142.9%
+7.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -12.0% | +4.5% | -16.5% | -12.4% |
| 30D | -2.7% | +16.3% | -19.1% | -4.1% |
| 3M | +6.6% | +8.4% | -1.8% | +5.7% |
| 6M | +9.5% | +40.3% | -30.7% | +5.9% |
| YTD | +40.6% | +77.3% | -36.7% | +32.2% |
| 1Y | +43.6% | +88.0% | -44.4% | +34.1% |
| 3Y | +58.1% | +274.3% | -216.2% | +36.0% |
| All | +149.9% | +142.9% | +7.0% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling