+222.6%
XOM vs LTH
+152.0%
+70.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.3% |
| 7D | 0.0% | -4.0% | +4.0% | +0.3% |
| 30D | +3.4% | -1.7% | +5.1% | +3.5% |
| 3M | +11.0% | +28.0% | -17.0% | +9.2% |
| 6M | +10.6% | +54.1% | -43.4% | +7.3% |
| YTD | +39.2% | +57.1% | -17.9% | +34.7% |
| 1Y | +52.7% | +45.8% | +6.9% | +48.4% |
| 3Y | +56.8% | +157.6% | -100.8% | +44.0% |
| All | +222.6% | +152.0% | +70.6% | +198.4% |
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 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