+190.4%
XME vs LTH
+152.0%
+38.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -0.2% | -4.0% | +3.8% | +0.6% |
| 30D | +1.4% | -1.7% | +3.1% | +1.7% |
| 3M | +2.7% | +28.0% | -25.3% | -2.9% |
| 6M | +6.5% | +54.1% | -47.5% | -3.6% |
| YTD | +15.2% | +57.1% | -41.9% | +3.6% |
| 1Y | +43.5% | +45.8% | -2.3% | +30.7% |
| 3Y | +135.9% | +157.6% | -21.7% | +86.0% |
| All | +190.4% | +152.0% | +38.4% | +120.1% |
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