+93.3%
XME vs LTH
+241.9%
-148.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.6% |
| 7D | -4.5% | +4.5% | -8.9% | -5.3% |
| 30D | -10.9% | +16.3% | -27.2% | -13.5% |
| 3M | -15.3% | +8.4% | -23.6% | -16.8% |
| 6M | -24.6% | +40.3% | -64.9% | -30.2% |
| YTD | -9.6% | +77.3% | -86.9% | -20.9% |
| 1Y | +2.9% | +88.0% | -85.0% | -11.0% |
| All | +93.3% | +241.9% | -148.6% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling