+166.9%
XLE vs LTH
+137.1%
+29.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.8% |
| 7D | +5.4% | -1.3% | +6.7% | +5.5% |
| 30D | -3.9% | +15.7% | -19.6% | -5.2% |
| 3M | +7.0% | +5.0% | +2.0% | +6.4% |
| 6M | +14.2% | +37.7% | -23.5% | +10.6% |
| YTD | +48.2% | +75.0% | -26.8% | +39.4% |
| 1Y | +47.7% | +82.6% | -35.0% | +38.2% |
| 3Y | +70.0% | +241.3% | -171.3% | +47.6% |
| All | +166.9% | +137.1% | +29.8% | +132.7% |
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