+33.9%
F vs LTH
+160.9%
-127.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +5.3% | -0.6% | +6.0% | +5.5% |
| 30D | +4.6% | -4.6% | +9.2% | +5.8% |
| 3M | -3.7% | +32.8% | -36.5% | -11.2% |
| 6M | +16.8% | +64.6% | -47.8% | +0.7% |
| YTD | +15.3% | +62.6% | -47.3% | -0.5% |
| 1Y | +31.0% | +49.9% | -18.9% | +15.4% |
| 3Y | +45.4% | +151.3% | -105.9% | +4.8% |
| All | +33.9% | +160.9% | -127.0% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling