-31.5%
XYL vs LTH
+84.0%
-115.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.3% | -1.4% | +3.6% |
| 7D | +14.5% | +9.9% | +4.7% | +12.2% |
| 30D | -1.3% | +18.3% | -19.6% | -4.8% |
| 3M | -17.0% | +5.9% | -22.9% | -18.1% |
| 6M | -11.3% | +80.3% | -91.7% | -21.1% |
| YTD | -25.0% | +78.3% | -103.3% | -33.4% |
| 1Y | -31.5% | +81.0% | -112.6% | -39.5% |
| All | -31.5% | +84.0% | -115.6% | -39.5% |
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