+138.2%
FANG vs LTH
+152.0%
-13.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | -0.4% | -4.0% | +3.6% | 0.0% |
| 30D | +2.4% | -1.7% | +4.1% | +2.5% |
| 3M | +4.9% | +28.0% | -23.1% | +1.9% |
| 6M | +12.0% | +54.1% | -42.0% | +5.9% |
| YTD | +37.1% | +57.1% | -20.0% | +29.1% |
| 1Y | +52.3% | +45.8% | +6.5% | +44.5% |
| 3Y | +45.0% | +157.6% | -112.6% | +26.4% |
| All | +138.2% | +152.0% | -13.7% | +108.6% |
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