-20.9%
XYL vs LTH
+142.3%
-163.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +2.1% | +7.0% | -4.9% | +0.6% |
| 30D | -3.4% | +15.4% | -18.8% | -6.3% |
| 3M | -17.2% | +7.0% | -24.2% | -18.5% |
| 6M | -12.0% | +46.9% | -58.9% | -19.1% |
| YTD | -26.3% | +76.4% | -102.7% | -35.2% |
| 1Y | -33.5% | +83.7% | -117.2% | -42.1% |
| 3Y | +6.4% | +248.9% | -242.5% | -21.2% |
| 5Y | -20.9% | +141.8% | -162.7% | -42.4% |
| All | -20.9% | +142.3% | -163.2% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling