+53.6%
XLU vs LTH
+156.3%
-102.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.0% |
| 7D | +2.1% | +1.5% | +0.6% | +1.9% |
| 30D | -0.4% | -3.1% | +2.7% | -0.1% |
| 3M | +0.5% | +28.1% | -27.6% | -1.8% |
| 6M | -5.8% | +67.4% | -73.2% | -10.4% |
| YTD | +3.1% | +59.8% | -56.6% | -1.6% |
| 1Y | +8.1% | +45.6% | -37.5% | +4.0% |
| 3Y | +50.5% | +162.0% | -111.5% | +35.0% |
| All | +53.6% | +156.3% | -102.7% | +30.9% |
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 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