+85.7%
XLI vs LTH
+156.3%
-70.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +1.0% | +1.5% | -0.6% | +0.7% |
| 30D | -5.8% | -3.1% | -2.8% | -5.4% |
| 3M | +0.7% | +28.1% | -27.4% | -3.8% |
| 6M | +3.2% | +67.4% | -64.2% | -6.3% |
| YTD | +13.0% | +59.8% | -46.7% | +3.3% |
| 1Y | +16.8% | +45.6% | -28.8% | +8.3% |
| 3Y | +72.4% | +162.0% | -89.6% | +42.3% |
| All | +85.7% | +156.3% | -70.6% | +47.9% |
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