-67.0%
XYZ vs LTH
+174.8%
-241.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.1% | -1.8% |
| 7D | -2.1% | -4.6% | +2.5% | +0.4% |
| 30D | +7.0% | +14.8% | -7.8% | -0.6% |
| 3M | +5.1% | +3.9% | +1.2% | +2.6% |
| 6M | +14.1% | +35.5% | -21.4% | -3.9% |
| YTD | +26.4% | +71.3% | -45.0% | -8.3% |
| 1Y | +25.1% | +75.7% | -50.6% | -10.6% |
| 3Y | +59.7% | +231.9% | -172.2% | -28.2% |
| 5Y | -63.8% | +130.5% | -194.3% | -84.2% |
| All | -67.0% | +174.8% | -241.8% | -85.5% |
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