+18.6%
XYL vs LTH
+159.1%
-140.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +3.3% |
| 7D | +1.8% | +1.5% | +0.3% | +1.5% |
| 30D | -9.2% | -3.1% | -6.2% | -8.8% |
| 3M | -0.3% | +28.1% | -28.4% | -4.9% |
| 6M | -11.0% | +67.4% | -78.4% | -19.7% |
| YTD | -19.2% | +59.8% | -79.0% | -26.5% |
| 1Y | -21.2% | +45.6% | -66.8% | -27.2% |
| 3Y | +18.6% | +162.0% | -143.4% | -1.3% |
| All | +18.6% | +159.1% | -140.5% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling