-66.1%
XYZ vs LTH
+180.7%
-246.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.7% | +1.7% |
| 7D | -1.1% | -1.3% | +0.2% | -0.4% |
| 30D | +11.5% | +15.7% | -4.2% | +3.2% |
| 3M | +1.8% | +5.0% | -3.2% | -1.2% |
| 6M | +21.2% | +37.7% | -16.5% | +1.3% |
| YTD | +29.9% | +75.0% | -45.1% | -6.8% |
| 1Y | +35.8% | +82.6% | -46.9% | -5.0% |
| 3Y | +62.6% | +241.3% | -178.7% | -28.0% |
| 5Y | -62.8% | +135.4% | -198.2% | -83.9% |
| All | -66.1% | +180.7% | -246.8% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling