+132.2%
XME vs LTH
+174.8%
-42.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.1% | -1.2% |
| 7D | +5.3% | -4.6% | +10.0% | +6.3% |
| 30D | -8.2% | +14.8% | -23.0% | -11.0% |
| 3M | -18.4% | +3.9% | -22.3% | -19.3% |
| 6M | -22.8% | +35.5% | -58.3% | -28.2% |
| YTD | -7.9% | +71.3% | -79.2% | -18.9% |
| 1Y | -0.9% | +75.7% | -76.5% | -13.2% |
| 3Y | +96.0% | +231.9% | -136.0% | +46.8% |
| 5Y | +110.3% | +130.5% | -20.1% | +52.7% |
| All | +132.2% | +174.8% | -42.6% | +72.4% |
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