+151.7%
XLK vs LTH
+150.3%
+1.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.4% | -3.7% | +3.3% | +0.4% |
| 30D | -0.5% | -5.3% | +4.9% | +0.7% |
| 3M | +5.0% | +24.2% | -19.2% | -0.5% |
| 6M | +32.9% | +54.8% | -22.0% | +18.8% |
| YTD | +29.0% | +56.1% | -27.1% | +14.9% |
| 1Y | +37.8% | +45.5% | -7.7% | +24.4% |
| 3Y | +118.7% | +155.9% | -37.2% | +69.4% |
| All | +151.7% | +150.3% | +1.4% | +81.8% |
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