-15.8%
XYL vs LTH
+186.2%
-202.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.7% |
| 7D | +0.6% | +6.4% | -5.8% | -0.7% |
| 30D | -5.7% | +16.7% | -22.5% | -8.8% |
| 3M | -19.8% | +11.7% | -31.5% | -21.8% |
| 6M | -14.2% | +48.5% | -62.7% | -21.2% |
| YTD | -28.1% | +78.4% | -106.5% | -36.9% |
| 1Y | -35.0% | +89.7% | -124.7% | -43.7% |
| 3Y | +2.1% | +245.6% | -243.5% | -24.0% |
| 5Y | -22.1% | +142.7% | -164.8% | -43.0% |
| All | -15.8% | +186.2% | -202.0% | -39.0% |
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