-35.2%
XYL vs LTH
+79.8%
-114.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -3.7% | -1.3% | -2.5% | -3.5% |
| 30D | -8.3% | +15.7% | -24.0% | -11.2% |
| 3M | -21.4% | +5.0% | -26.4% | -22.4% |
| 6M | -12.9% | +37.7% | -50.6% | -18.4% |
| YTD | -30.1% | +75.0% | -105.1% | -38.1% |
| 1Y | -35.2% | +82.6% | -117.8% | -43.1% |
| All | -35.2% | +79.8% | -114.9% | -43.1% |
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