-6.4%
XYL vs LTH
+152.0%
-158.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +0.8% | -4.0% | +4.8% | +1.7% |
| 30D | -10.8% | -1.7% | -9.2% | -10.6% |
| 3M | -2.5% | +28.0% | -30.5% | -7.5% |
| 6M | -12.2% | +54.1% | -66.2% | -20.3% |
| YTD | -20.1% | +57.1% | -77.1% | -27.8% |
| 1Y | -20.6% | +45.8% | -66.4% | -27.4% |
| 3Y | +17.3% | +157.6% | -140.2% | -7.4% |
| All | -6.4% | +152.0% | -158.4% | -30.3% |
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 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