+212.8%
XOM vs LTH
+120.9%
+91.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.1% |
| 7D | +2.7% | -4.6% | +7.3% | +3.0% |
| 30D | -2.5% | +14.8% | -17.3% | -3.3% |
| 3M | +7.0% | +3.9% | +3.0% | +6.6% |
| 6M | +14.2% | +35.5% | -21.3% | +11.9% |
| YTD | +43.9% | +71.3% | -27.4% | +38.2% |
| 1Y | +47.9% | +75.7% | -27.8% | +41.7% |
| 3Y | +80.6% | +231.9% | -151.3% | +62.2% |
| 5Y | +212.8% | +130.5% | +82.3% | +181.7% |
| All | +212.8% | +120.9% | +91.9% | +181.7% |
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