+43.7%
XLP vs LTH
+273.3%
-229.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.8% |
| 7D | +3.5% | +5.3% | -1.8% | +3.0% |
| 30D | +11.6% | +18.3% | -6.7% | +9.8% |
| 3M | +7.6% | +5.4% | +2.3% | +7.0% |
| 6M | +10.0% | +62.5% | -52.5% | +5.3% |
| YTD | +19.7% | +79.6% | -59.9% | +13.3% |
| 1Y | +23.5% | +88.1% | -64.7% | +16.3% |
| All | +43.7% | +273.3% | -229.6% | +26.7% |
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