+9.5%
XRT vs LTH
+183.0%
-173.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +2.5% | +7.0% | -4.5% | +0.5% |
| 30D | +10.3% | +15.4% | -5.1% | +5.9% |
| 3M | +2.4% | +7.0% | -4.7% | +0.1% |
| 6M | +10.0% | +46.9% | -36.9% | -1.9% |
| YTD | +9.5% | +76.4% | -66.9% | -8.2% |
| 1Y | +17.2% | +83.7% | -66.6% | -3.0% |
| 3Y | +62.0% | +248.9% | -186.9% | +7.2% |
| 5Y | -2.1% | +141.8% | -143.9% | -35.9% |
| All | +9.5% | +183.0% | -173.4% | -27.6% |
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 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