+12.0%
FANG vs LTH
+63.1%
-51.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.0% |
| 7D | -0.4% | -4.0% | +3.6% | -1.4% |
| 30D | +2.4% | -1.7% | +4.1% | +2.1% |
| 3M | +4.9% | +28.0% | -23.1% | +12.1% |
| 6M | +12.0% | +54.1% | -42.0% | +26.1% |
| All | +12.0% | +63.1% | -51.1% | +26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling