+50.0%
FANG vs LTH
+153.8%
-103.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +2.9% | -4.0% | +6.9% | +3.2% |
| 30D | +2.6% | -5.3% | +7.9% | +3.0% |
| 3M | +7.6% | +19.0% | -11.4% | +5.9% |
| 6M | +17.3% | +55.8% | -38.5% | +12.0% |
| YTD | +38.7% | +56.1% | -17.5% | +32.0% |
| 1Y | +51.6% | +41.3% | +10.4% | +46.3% |
| 3Y | +50.0% | +156.6% | -106.7% | +36.7% |
| All | +50.0% | +153.8% | -103.9% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling