+42.7%
XLP vs LTH
+155.3%
-112.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.9% |
| 3M | +7.6% | +5.4% | +2.3% | +7.0% |
| 6M | +10.0% | +62.5% | -52.5% | +5.2% |
| YTD | +19.7% | +79.6% | -59.9% | +13.2% |
| 1Y | +23.5% | +88.1% | -64.7% | +16.2% |
| 3Y | +44.0% | +272.5% | -228.5% | +26.2% |
| 5Y | +42.7% | +146.1% | -103.4% | +23.3% |
| All | +42.7% | +155.3% | -112.7% | +23.3% |
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