+27.6%
XLY vs LTH
+152.0%
-124.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | -2.1% | -4.0% | +1.9% | -1.1% |
| 30D | -6.0% | -1.7% | -4.4% | -5.7% |
| 3M | -2.7% | +28.0% | -30.7% | -9.0% |
| 6M | -1.5% | +54.1% | -55.5% | -12.7% |
| YTD | -5.4% | +57.1% | -62.5% | -16.9% |
| 1Y | -3.8% | +45.8% | -49.6% | -14.0% |
| 3Y | +36.6% | +157.6% | -121.0% | +2.2% |
| All | +27.6% | +152.0% | -124.4% | -10.3% |
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