+92.5%
XOP vs LTH
+186.2%
-93.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -8.4% | +6.4% | -14.7% | -9.1% |
| 30D | -8.4% | +16.7% | -25.1% | -10.2% |
| 3M | +0.2% | +11.7% | -11.5% | -1.4% |
| 6M | +7.2% | +48.5% | -41.3% | +1.2% |
| YTD | +40.8% | +78.4% | -37.6% | +28.3% |
| 1Y | +36.3% | +89.7% | -53.4% | +22.9% |
| 3Y | +37.2% | +245.6% | -208.4% | +10.6% |
| 5Y | +86.6% | +142.7% | -56.1% | +51.5% |
| All | +92.5% | +186.2% | -93.7% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling