+28.1%
XLY vs LTH
+150.5%
-122.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -1.7% | -4.0% | +2.3% | -0.7% |
| 30D | -4.2% | -5.3% | +1.1% | -2.9% |
| 3M | -2.7% | +19.0% | -21.7% | -7.2% |
| 6M | -0.6% | +55.8% | -56.4% | -12.3% |
| YTD | -5.0% | +56.1% | -61.2% | -16.4% |
| 1Y | -4.1% | +41.3% | -45.3% | -13.6% |
| 3Y | +33.6% | +156.6% | -123.0% | +0.1% |
| All | +28.1% | +150.5% | -122.3% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling