+36.8%
XLP vs LTH
+160.9%
-124.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -0.9% | -4.6% | +3.7% | -0.5% |
| 3M | +3.8% | +32.8% | -29.0% | +1.3% |
| 6M | -1.7% | +64.6% | -66.4% | -6.1% |
| YTD | +10.3% | +62.6% | -52.4% | +5.3% |
| 1Y | +7.8% | +49.9% | -42.2% | +3.6% |
| 3Y | +27.2% | +151.3% | -124.1% | +15.4% |
| All | +36.8% | +160.9% | -124.1% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling