+176.7%
XLE vs LTH
+160.9%
+15.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | +11.8% | -4.6% | +16.4% | +12.2% |
| 3M | +9.8% | +32.8% | -23.0% | +6.9% |
| 6M | +15.6% | +64.6% | -49.0% | +9.8% |
| YTD | +45.3% | +62.6% | -17.4% | +38.0% |
| 1Y | +48.3% | +49.9% | -1.6% | +41.9% |
| 3Y | +55.4% | +151.3% | -95.9% | +39.7% |
| All | +176.7% | +160.9% | +15.8% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling