+44.2%
XLRE vs LTH
+241.8%
-197.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.4% |
| 7D | +0.8% | -1.3% | +2.1% | +1.1% |
| 30D | +6.9% | +15.7% | -8.7% | +4.1% |
| 3M | -0.8% | +5.0% | -5.8% | -1.9% |
| 6M | +2.1% | +37.7% | -35.6% | -4.1% |
| YTD | +12.6% | +75.0% | -62.4% | +0.3% |
| 1Y | +12.5% | +82.6% | -70.1% | -0.8% |
| 3Y | +44.2% | +241.3% | -197.1% | +7.0% |
| All | +44.2% | +241.8% | -197.6% | +7.0% |
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