+80.9%
XLI vs LTH
+174.8%
-93.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.2% |
| 7D | +4.3% | -4.6% | +8.9% | +5.1% |
| 30D | +0.5% | +14.8% | -14.4% | -2.0% |
| 3M | -8.6% | +3.9% | -12.5% | -9.4% |
| 6M | -2.3% | +35.5% | -37.8% | -7.8% |
| YTD | +10.1% | +71.3% | -61.2% | -0.8% |
| 1Y | +11.0% | +75.7% | -64.7% | -0.4% |
| 3Y | +72.3% | +231.9% | -159.6% | +37.1% |
| 5Y | +70.8% | +130.5% | -59.6% | +33.8% |
| All | +80.9% | +174.8% | -93.9% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling