+122.4%
XME vs LTH
+142.3%
-19.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +0.9% | +7.0% | -6.1% | -0.6% |
| 30D | -7.3% | +15.4% | -22.7% | -10.2% |
| 3M | -14.8% | +7.0% | -21.8% | -16.3% |
| 6M | -18.4% | +46.9% | -65.2% | -25.5% |
| YTD | -4.7% | +76.4% | -81.1% | -16.8% |
| 1Y | +5.7% | +83.7% | -78.0% | -8.6% |
| 3Y | +104.0% | +248.9% | -144.9% | +49.7% |
| 5Y | +122.4% | +141.8% | -19.4% | +58.9% |
| All | +122.4% | +142.3% | -19.9% | +58.9% |
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 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