+48.2%
XLP vs LTH
+186.2%
-138.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | +2.3% | +6.4% | -4.1% | +1.8% |
| 30D | +9.1% | +16.7% | -7.6% | +7.6% |
| 3M | +7.9% | +11.7% | -3.8% | +6.7% |
| 6M | +9.6% | +48.5% | -38.9% | +5.8% |
| YTD | +19.4% | +78.4% | -59.0% | +13.1% |
| 1Y | +22.4% | +89.7% | -67.3% | +15.2% |
| 3Y | +43.2% | +245.6% | -202.4% | +26.7% |
| 5Y | +42.6% | +142.7% | -100.1% | +23.6% |
| All | +48.2% | +186.2% | -138.0% | +28.6% |
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