-18.2%
XYL vs LTH
+174.8%
-193.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.0% | -0.3% |
| 7D | -6.0% | -4.6% | -1.4% | -5.1% |
| 30D | -8.3% | +14.8% | -23.1% | -11.0% |
| 3M | -22.6% | +3.9% | -26.5% | -23.4% |
| 6M | -15.0% | +35.5% | -50.5% | -20.5% |
| YTD | -30.2% | +71.3% | -101.5% | -38.2% |
| 1Y | -36.4% | +75.7% | -112.1% | -44.0% |
| 3Y | -0.9% | +231.9% | -232.8% | -25.6% |
| 5Y | -23.4% | +130.5% | -153.8% | -43.5% |
| All | -18.2% | +174.8% | -193.1% | -40.3% |
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