+60.2%
XLF vs LTH
+156.3%
-96.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.1% |
| 7D | +0.2% | +1.5% | -1.4% | -0.1% |
| 30D | -0.5% | -3.1% | +2.5% | 0.0% |
| 3M | +10.6% | +28.1% | -17.5% | +5.7% |
| 6M | +14.3% | +67.4% | -53.1% | +3.4% |
| YTD | +5.5% | +59.8% | -54.3% | -3.8% |
| 1Y | +9.6% | +45.6% | -36.0% | +1.4% |
| 3Y | +75.2% | +162.0% | -86.8% | +43.1% |
| All | +60.2% | +156.3% | -96.1% | +26.7% |
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