+189.0%
XME vs LTH
+160.9%
+28.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +6.0% | -4.6% | +10.6% | +6.9% |
| 3M | -7.7% | +32.8% | -40.5% | -13.5% |
| 6M | +1.0% | +64.6% | -63.7% | -9.9% |
| YTD | +14.6% | +62.6% | -48.0% | +2.4% |
| 1Y | +46.0% | +49.9% | -4.0% | +32.2% |
| 3Y | +127.0% | +151.3% | -24.3% | +80.0% |
| All | +189.0% | +160.9% | +28.1% | +117.5% |
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