+60.1%
XLF vs LTH
+150.5%
-90.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.5% | -4.0% | +2.5% | -0.8% |
| 30D | -1.2% | -5.3% | +4.1% | -0.3% |
| 3M | +9.2% | +19.0% | -9.8% | +5.6% |
| 6M | +16.3% | +55.8% | -39.5% | +6.7% |
| YTD | +5.4% | +56.1% | -50.7% | -3.5% |
| 1Y | +7.6% | +41.3% | -33.6% | +0.1% |
| 3Y | +74.2% | +156.6% | -82.4% | +42.8% |
| All | +60.1% | +150.5% | -90.4% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling