-20.6%
XYL vs LTH
+43.6%
-64.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +0.8% | -4.0% | +4.8% | +1.6% |
| 30D | -10.8% | -1.7% | -9.2% | -10.6% |
| 3M | -2.5% | +28.0% | -30.5% | -6.6% |
| 6M | -12.2% | +54.1% | -66.2% | -19.0% |
| YTD | -20.1% | +57.1% | -77.1% | -26.6% |
| 1Y | -20.6% | +45.8% | -66.4% | -24.8% |
| All | -20.6% | +43.6% | -64.2% | -24.8% |
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