+41.1%
XLV vs LTH
+152.0%
-110.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -3.7% | -4.0% | +0.3% | -3.3% |
| 30D | -1.1% | -1.7% | +0.6% | -1.0% |
| 3M | +8.2% | +28.0% | -19.7% | +5.3% |
| 6M | +8.9% | +54.1% | -45.2% | +3.6% |
| YTD | +8.5% | +57.1% | -48.5% | +2.9% |
| 1Y | +22.3% | +45.8% | -23.5% | +16.7% |
| 3Y | +32.6% | +157.6% | -124.9% | +18.3% |
| All | +41.1% | +152.0% | -110.9% | +21.8% |
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