+49.9%
XLU vs LTH
+150.5%
-100.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -1.6% | -4.0% | +2.4% | -1.2% |
| 30D | -3.3% | -5.3% | +2.0% | -2.9% |
| 3M | -3.2% | +19.0% | -22.2% | -4.7% |
| 6M | -7.0% | +55.8% | -62.7% | -10.9% |
| YTD | +0.6% | +56.1% | -55.5% | -3.8% |
| 1Y | +2.4% | +41.3% | -38.8% | -1.2% |
| 3Y | +46.3% | +156.6% | -110.4% | +31.4% |
| All | +49.9% | +150.5% | -100.6% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling