+53.8%
XOP vs LTH
+46.0%
+7.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +1.5% |
| 7D | +0.6% | +1.5% | -0.9% | +0.8% |
| 30D | +16.5% | -3.1% | +19.6% | +16.2% |
| 3M | +15.7% | +28.1% | -12.4% | +18.7% |
| 6M | +19.2% | +67.4% | -48.2% | +23.3% |
| YTD | +55.0% | +59.8% | -4.8% | +60.2% |
| All | +53.8% | +46.0% | +7.7% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling