+81.6%
XLI vs LTH
+150.3%
-68.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -2.3% | -3.7% | +1.4% | -1.7% |
| 30D | -8.2% | -5.3% | -2.8% | -7.3% |
| 3M | +0.8% | +24.2% | -23.4% | -3.2% |
| 6M | +0.8% | +54.8% | -54.0% | -7.2% |
| YTD | +10.5% | +56.1% | -45.5% | +1.4% |
| 1Y | +14.1% | +45.5% | -31.4% | +5.8% |
| 3Y | +68.6% | +155.9% | -87.3% | +39.7% |
| All | +81.6% | +150.3% | -68.7% | +45.2% |
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