+71.6%
XLI vs LTH
+253.6%
-182.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -1.5% | +6.4% | -7.9% | -2.7% |
| 30D | -0.3% | +16.7% | -17.0% | -3.2% |
| 3M | -8.4% | +11.7% | -20.0% | -10.4% |
| 6M | -2.1% | +48.5% | -50.6% | -9.5% |
| YTD | +9.6% | +78.4% | -68.8% | -2.8% |
| 1Y | +10.7% | +89.7% | -79.0% | -3.1% |
| 3Y | +71.6% | +245.6% | -174.1% | +38.0% |
| All | +71.6% | +253.6% | -182.1% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling