+42.0%
XLP vs LTH
+142.9%
-100.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | +0.7% | +4.5% | -3.7% | +0.3% |
| 30D | +10.3% | +16.3% | -6.1% | +8.8% |
| 3M | +6.5% | +8.4% | -1.8% | +5.7% |
| 6M | +8.4% | +40.3% | -31.9% | +5.1% |
| YTD | +18.2% | +77.3% | -59.1% | +11.9% |
| 1Y | +22.4% | +88.0% | -65.5% | +15.3% |
| 3Y | +41.9% | +274.3% | -232.4% | +24.3% |
| All | +42.0% | +142.9% | -100.9% | +22.9% |
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