+63.4%
XLF vs LTH
+174.8%
-111.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | 0.0% |
| 7D | +1.2% | -4.6% | +5.9% | +2.1% |
| 30D | +6.2% | +14.8% | -8.6% | +3.6% |
| 3M | +0.9% | +3.9% | -3.1% | 0.0% |
| 6M | +13.6% | +35.5% | -21.8% | +7.3% |
| YTD | +7.6% | +71.3% | -63.8% | -3.3% |
| 1Y | +10.2% | +75.7% | -65.5% | -1.4% |
| 3Y | +79.8% | +231.9% | -152.1% | +41.3% |
| 5Y | +58.0% | +130.5% | -72.5% | +21.4% |
| All | +63.4% | +174.8% | -111.5% | +27.5% |
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